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 equationsNature: 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 motionNature: Original
