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Jianbo Cui

<p>Jianbo Cui, assistant professor, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, HongKong</p>
<p>&nbsp;</p>
<p>Prof. Jialin Hong, professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China/School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China</p>
<p>&nbsp;</p>
<p>Derui Sheng, Postdoctoral researcher,Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, HongKong</p>

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Approximations to Probabilistic Characteristics of Stochastic Differential Equations

von Jianbo Cui

Chapter.1 An Introduction to Malliavin Calculus.- Chapter.2 Density of Langevin Equation and Its Approximation.- Chapter.3 Density of Stochastic Heat Equation and Its Approximation.- Chapter.4 Density of Stochastic Cahn–Hilliard Equation and Its Approximation.- Chapter.5 Hitting Probabilities for Approximations of Systems of Stochastic Heat Equations.- Chapter.6 Asymptotic Preservation of Probabilistic Behaviors of Stochastic Heat Equation.- Gronwall-Type Inequalities.- Itˆo–Taylor Approximation.- Proofs of Propositions 2.4, 4.8, and 6.7 ..- References.- Index.
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24.08.2026
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