Browse by: Author name - Classification - Keywords - Nature

3 matches found
XXIX: 19, 202-217, LNM 1613 (1995)
QIAN, Zhongmin; HE, Sheng-Wu
On the hypercontractivity of Ornstein-Uhlenbeck semigroups with drift
Retrieve article from Numdam
XLIV: 04, 75-103, LNM 2046 (2012)
QIAN, Zhongmin; YING, Jiangang
Martingale representations for diffusion processes and backward stochastic differential equations (Stochastic calculus)
Keywords: Backward Stochastic Differential equations, Dirichlet forms, Hunt processes, Martingales, Natural filtration, Non-linear equations
Nature: Original
XLVI: 06, 125-193, LNM 2123 (2014)
GENG, Xi; QIAN, Zhongmin; YANG, Danyu
$G$-Brownian Motion as Rough Paths and Differential Equations Driven by $G$-Brownian Motion (Stochastic analysis)
This article studies stochastic differential equations driven by the $G$-Brownian motion in the context of rough paths theory
Keywords: rough path, $G$-Brownian motion
Nature: Original