:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autor principal:	Zhao, Guangqian
Formato:	Preprint
Publicado:	2025
Materias:	Probability
Acceso en línea:	https://arxiv.org/abs/2510.06054
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A Parametric Methodology for $G$-Expectations and Stochastic Systems under Model Uncertainty
por: Zhao, Guangqian
Publicado: (2025)

Pathwise Convergence of a Modular Simulation Scheme for Hybrid SDEs with Memory
por: Peralta, Oscar
Publicado: (2026)

Color--Phase Separation for Mixed Random Operators in Two-Speed Stochastic Klein--Gordon Systems
por: Zhao, Guangqian
Publicado: (2026)

Regularity of Solutions of Mean-Field $G$-SDEs
por: Bollweg, Karl-Wilhelm Georg, et al.
Publicado: (2025)

The Three-Dimensional Stochastic EMHD System: Local Well-Posedness and Maximal Pathwise Solutions
por: Hu, Ruimeng, et al.
Publicado: (2026)

Geometric ergodicity of modified Euler schemes for SDEs with super-linearity
por: Bao, Jianhai, et al.
Publicado: (2024)

Quasi-stationary distribution for kinetic SDEs with low regularity coefficients
por: Champagnat, Nicolas, et al.
Publicado: (2024)

Regularity and Pathwise bounds for probabilistic solutions of PDEs
por: Sy, Mouhamadou
Publicado: (2026)

Mean-Field SDEs driven by $G$-Brownian Motion
por: Bollweg, Karl-Wilhelm Georg, et al.
Publicado: (2024)

Pathwise uniqueness for stochastic heat and damped equations with Hölder continuous drift
por: Addona, Davide, et al.
Publicado: (2023)

SDEs with critical time dependent drifts: strong solutions
por: Röckner, Michael, et al.
Publicado: (2021)

Doubly Reflected Backward SDEs Driven by $G$-Brownian Motion with Quadratic Generator
por: Li, Hanwu, et al.
Publicado: (2026)

Pathwise regularity of solutions for a class of elliptic SPDEs with symmetric Lévy noise
por: Jiménez, Juan J.
Publicado: (2025)

Stochastic Lagrangian Flows for SDEs with rough coefficients
por: Zhao, Guohuan
Publicado: (2019)

Existence of Periodic and Stationary Solutions to Distribution-Dependent SDEs
por: Sun, Wei, et al.
Publicado: (2025)

Sure-almost-sure and Sure-limit-sure Window Mean Payoff in Markov Decision Processes
por: Gaba, Pranshu, et al.
Publicado: (2026)

Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
por: Bo, Lijun, et al.
Publicado: (2025)

Pathwise Relaxed Optimal Control of Rough Differential Equations
por: Chakraborty, Prakash, et al.
Publicado: (2024)

Pathwise quantitative particle approximation of nonlinear stochastic Fokker-Planck equations via relative entropy
por: Olivera, Christian, et al.
Publicado: (2025)

First Passage through a Continuous Barrier: Pathwise Decomposition, Random-Time Structure, and Compensators
por: Guillaume, Tristan
Publicado: (2026)

Pathwise mild solutions for superlinear stochastic evolution equations and their attractors
por: Blessing, Alexandra, et al.
Publicado: (2025)

Doubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles
por: Li, Hanwu, et al.
Publicado: (2020)

Convergence Rate of the Solution of Multi-marginal Schrodinger Bridge Problem with Marginal Constraints from SDEs
por: Yao, Rentian, et al.
Publicado: (2025)

Existence of Solutions for Multivalued Mckean-Vlasov SDEs with Non-Lipschitz Coefficients Driven by Jump Processes
por: Cheng, Lingyan, et al.
Publicado: (2025)

Pathwise non-uniqueness for Brownian motion in a quadrant with oblique reflection
por: Bass, Richard F., et al.
Publicado: (2024)

The Atlas Model and SDEs with Boundary Interaction
por: Jettkant, Philipp
Publicado: (2025)

Kinetic SDEs with subcritical distributional drifts
por: Chen, Zikai, et al.
Publicado: (2025)

Limit theorems for SDEs with irregular drifts
por: Bao, Jianhai, et al.
Publicado: (2024)

Sharp pathwise nonuniqueness for additive SDEs
por: Hess-Childs, Elias, et al.
Publicado: (2026)

Pathwise analysis of log-optimal portfolios
por: Allan, Andrew L., et al.
Publicado: (2025)

On Certificates for Almost Sure Reachability in Stochastic Systems
por: Kordabad, Arash Bahari, et al.
Publicado: (2025)

Stochastic Calculus for Pathwise Observables of Markov-Jump Processes: Unification of Diffusion and Jump Dynamics
por: Stutzer, Lars Torbjørn, et al.
Publicado: (2025)

Pathwise Representation of the Smoothing Distribution in Continuous-Time Linear Gaussian Models
por: Kurisaki, Masahiro
Publicado: (2026)

Linearization of ergodic McKean SDEs and applications
por: Pavliotis, Grigorios A., et al.
Publicado: (2025)

Instantaneous blowup for interacting SDEs with superlinear drift
por: Joseph, Mathew, et al.
Publicado: (2025)

On mixed fractional SDEs with discontinuous drift coefficient
por: Sönmez, Ercan
Publicado: (2020)

Regularity Estimates for Singular Density Dependent SDEs
por: Wang, Feng-Yu, et al.
Publicado: (2026)

Strong Approximations in the Almost Sure Central Limit Theorem and Limit Behavior of the Center of Mass
por: Hua, Zhishui, et al.
Publicado: (2024)

Pathwise uniqueness in infinite dimension under weak structure conditions
por: Addona, Davide, et al.
Publicado: (2024)

A note on weak existence for singular SDEs
por: Galeati, Lucio
Publicado: (2023)