2012年论文列表:

 

Chen, Mufa. Lower bounds of principal eigenvalue in dimension one, Front. Math. China 7(2012), no.4, 645–668.

Chen, Mufa. Basic Estimates of Stability Rate for One-dimensional Diffusions, Chapter 6 in “Probability Approximations and Beyond”, pp. 75–99. Lecture Notes in Statistics 205, Editors: Andrew Barbour, Hock Peng Chan, David Siegmund, 2011/2012.

Abraham, Romain; Delmas, Jean-Francois; He, Hui. Pruning Galton-Watson trees and tree-valued Markov processes. Ann. Inst. Henri Poincaré Probab. Stat. 48 (2012), no. 3, 688–705.

He, Hui; Luan, Nana. A martingale transformation for superprocesses. Statist. Probab. Lett. 82 (2012), no. 6, 1082–1087.

Dawson, Donald A.; Li, Zenghu. Stochastic equations, flows and measure-valued processes. Ann. Probab. 40 (2012), no. 2, 813–857.

Li, Zenghu; Pu, Fei. Strong solutions of jump-type stochastic equations. Electron. Commun. Probab. 17 (2012), no. 33, 13 pp.

Li, Zenghu; Wang, Hao; Xiong, Jie; Zhou, Xiaowen. Joint continuity of the solutions to a class of nonlinear SPDEs. Probab. Theory Related Fields 153 (2012), no. 3-4, 441–469.

Mao, Yong Hua; Xia, Liang Hui. The spectral gap for quasi-birth and death processes. Acta Math. Sin. (Engl. Ser.) 28 (2012), no. 5, 1075–1090.

Gong, Yu; Mao, Yong-Hua; Zhang, Chi. Hitting time distributions for denumerable birth and death processes. J. Theoret. Probab. 25 (2012), no. 4, 950–980.

Jin, He Yan; Mao, Yong Hua. Estimation of the optimal constants in the Lp-Poincaré inequalities on the half line. (Chinese) Acta Math. Sinica (Chin. Ser.) 55 (2012), no. 1,169–178.

Ouyang, Shun-Xiang; R?ckner, Michael; Wang, Feng-Yu. Harnack inequalities and applications for Ornstein–Uhlenbeck semigroups with jump. Potential Anal. 36 (2012), no. 2, 301–315.

Guillin, Arnaud; Wang, Feng-Yu. Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality. J. Differential Equations 253 (2012), no. 1, 20–40.

Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui. Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Electron. J. Probab. 17 (2012), no. 100, 18 pp.

Truman, Aubrey; Wang, FengYu; Wu, JiangLun; Yang, Wei. A link of stochastic differential equations to nonlinear parabolic equations. Sci. China Math. 55 (2012), no. 10, 1971–1976.

Wang, Feng-Yu. Analysis on Riemannian manifolds with non-convex boundary. Recent developments in geometry and analysis, 425–438, Adv. Lect. Math. (ALM), 23, Int. Press, Somerville, MA, 2012.

Wang, Feng-Yu; Xu, Lihu. Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equations. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 15 (2012), no. 3, 1250020, 19 pp.

Wang, Feng-Yu. Coupling and applications. Stochastic analysis and applications to finance, 411–424, Interdiscip. Math. Sci., 13, World Sci. Publ., Hackensack, NJ, 2012.

Li, Ying; Wang, Ying Zhe. A new monotone class theorem. (Chinese) Beijing Shifan Daxue Xuebao 48 (2012), no. 6, 596–599.

Cheng, Lijuan; Wang, Yingzhe. L2-algebraic decay rate for transient birth-death processes. Chin. Ann. Math. Ser. B 33 (2012), no. 4, 583–594.

Yang, Xu; Zhang, Mei. Moderate deviation for the single point catalytic super-Brownian motion. Acta Math. Sin. (Engl. Ser.) 28 (2012), no. 9, 1799–1808.

Zhang, Chi; Zhang, Yu Hui. Estimation of the eigenvalue of a birth and death process with bilateral absorbing boundaries. (Chinese) Beijing Shifan Daxue Xuebao 48 (2012), no. 3, 225–230.

Zhang, Yu Hui. Expressions on moments of hitting time for single birth processes in infinite and finite spaces. (Chinese) Beijing Shifan Daxue Xuebao 49 (2013), no. 5, 445–452.

随机数学研究中心 联系电话:010-58809447 邮箱:rcstoch@bnu.edu.cn