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pro vyhledávání: '"Lou, Shuwen"'
Autor:
Lou, Shuwen
In this article, we derive the explicit transition density functions of skew Brownian motion (SBM in abbreviation) with two-valued drift for all $t>0$. As an important step of this result, it is also shown in this paper that SBM with two-valued drift
Externí odkaz:
http://arxiv.org/abs/2205.06902
Autor:
Lou, Shuwen
Brownian motion with darning (BMD in abbreviation) is introduced and studied in [4] and [5, Chapter 7]. Roughly speaking, BMD travels across the "darning area" at infinite speed, while it behaves like a regular BM outside of this area. In this paper
Externí odkaz:
http://arxiv.org/abs/2203.12764
Autor:
Lou, Shuwen
We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the restrictions in [11]
Externí odkaz:
http://arxiv.org/abs/2110.12716
Autor:
Li, Liping, Lou, Shuwen
Roughly speaking, a space with varying dimension consists of at least two components with different dimensions. In this paper we will concentrate on the one, which can be treated as $\mathbb{R}^3$ tying a half line not contained by $\mathbb{R}^3$ at
Externí odkaz:
http://arxiv.org/abs/2008.06734
Autor:
Lou, Shuwen
In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional component, a $
Externí odkaz:
http://arxiv.org/abs/2007.01933
Autor:
Lou, Shuwen
In this paper, we study a particular model of distorted Brownian motion (dBM) on state spaces with varying dimension. Roughly speaking, the state space of such a process consists of two components: a $3$-dimensional component and a $1$-dimensional co
Externí odkaz:
http://arxiv.org/abs/2001.09226
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Akademický článek
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Autor:
Lou, Shuwen
Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in [5]. In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation). Such a proces
Externí odkaz:
http://arxiv.org/abs/1610.09751
Autor:
Lou, Shuwen
This paper studies strongly local symmetric Dirichlet forms on general measure spaces. The underlying space is equipped with the intrinsic metric induced by the Dirichlet form, with respect to which the metric measure space does not necessarily satis
Externí odkaz:
http://arxiv.org/abs/1609.04883