Stochastic flows and Bismut formulas for stochastic Hamiltonian systems
By Xicheng Zhang. 2010
87 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/b9e64b49b4ab90ae460168c68af57bceac35051d
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Control and Systems Engineering
- Feng-Yu Wang
- Jianhai Bao
- Sonja G. Cox
- Arnulf Jentzen
- Martin Hutzenthaler
- Panpan Ren
- St'ephane Mischler
- Clément Mouhot
In Finance
- Jianhai Bao
- Feng-Yu Wang
- Panpan Ren
- Xicheng Zhang
- Arnulf Jentzen
- Martin Hutzenthaler
- Sonja G. Cox
- Clément Mouhot
In Mathematical Physics
- Panpan Ren
- Jianhai Bao
- Feng-Yu Wang
- St'ephane Mischler
- Xicheng Zhang
- Clément Mouhot
- Arnulf Jentzen
- Sonja G. Cox
Citations in the corpus
- Derivative formula and applications for degenerate diffusion semigroups (2011, methodology): “1) reduces back to the one studied in [5] (and also in [16] for m = d).”
- Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients (2010, background): “1) under various non-Lipschitz assumptions on coe fficients (see [3, 16, 5] and references therein).”
- Exponential Stability of Slowly Decaying Solutions to the Kinetic-Fokker-Planck Equation (2014, background): “2] on the analysis side and [26, 11] on the probability side.”
- Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations (2013, methodology): “The relation (12) with V being the squared Euclidean distance appeared in (14) in Zhang [54] and on page 311 in Taniguchi [48] and in (14) in Li [30] in terms of the derivative in probability (see Definition 4.”
- Bismut formula for Lions derivative of distribution-path dependent SDEs (2020, methodology): “Due to their wide applications, the Bismut type formulas have been investigated for different models; see, for instance, [10, 25, 31, 32, 39, 41] for SDEs/SPDEs driven by jump processes, [16, 17, 24, 36, 35, 38, 40] for hypoelliptic diffusion semigroups, and [2, 14, 15] for SDEs with fractional nois”