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Zhang, Tusheng S.

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Author ID: zhang.tusheng-s Recent zbMATH articles by "Zhang, Tusheng S."
Published as: Zhang, T.; Zhang, T. S.; Zhang, T.-S.; Zhang, Tu-Sheng; Zhang, Tu-sheng; Zhang, Tusheng; Zhang, Tusheng S.
Homepage: http://www.maths.manchester.ac.uk/~tzhang/
External Links: ResearchGate · dblp · GND
Documents Indexed: 169 Publications since 1989, including 6 Books
all top 5

Serials

20 Stochastic Processes and their Applications
11 The Annals of Probability
11 Potential Analysis
10 Journal of Functional Analysis
7 Stochastics and Stochastics Reports
6 Infinite Dimensional Analysis, Quantum Probability and Related Topics
5 Probability Theory and Related Fields
4 Journal of Differential Equations
4 Journal of Theoretical Probability
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Applied Mathematics and Optimization
3 Osaka Journal of Mathematics
3 Stochastic Analysis and Applications
3 Acta Mathematicae Applicatae Sinica. English Series
3 The Annals of Applied Probability
3 Journal de Mathématiques Pures et Appliquées. Neuvième Série
3 Stochastics and Dynamics
2 Journal of Mathematical Analysis and Applications
2 Proceedings of the American Mathematical Society
2 Statistics & Probability Letters
2 Communications in Partial Differential Equations
2 Bernoulli
2 Stochastics
2 Communications in Mathematics and Statistics
2 Probability and its Applications
1 Advances in Applied Probability
1 Acta Mathematica Sinica
1 Bulletin of the London Mathematical Society
1 Journal of Computational and Applied Mathematics
1 Mathematische Annalen
1 Mathematics of Operations Research
1 Memoirs of the American Mathematical Society
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Publications of the Research Institute for Mathematical Sciences, Kyoto University
1 SIAM Journal on Control and Optimization
1 Comptes Rendus Mathématiques de l’Académie des Sciences
1 Journal of Mathematics. Wuhan University
1 Journal of Time Series Analysis
1 Chinese Annals of Mathematics. Series B
1 Forum Mathematicum
1 Science in China. Series A
1 SIAM Journal on Mathematical Analysis
1 Electronic Journal of Probability
1 Discrete and Continuous Dynamical Systems. Series B
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Interdisciplinary Mathematical Sciences
1 Abel Symposia
1 Communications on Stochastic Analysis
1 International Journal of Stochastic Analysis
1 Universitext

Publications by Year

Citations contained in zbMATH

132 Publications have been cited 1,837 times in 1,326 Documents Cited by Year
Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
188
2008
Stochastic partial differential equations. A modeling, white noise functional approach. Zbl 0860.60045
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
152
1996
A study of a class of stochastic differential equations with non-Lipschitzian coefficients. Zbl 1081.60043
Fang, Shizan; Zhang, Tusheng
69
2005
Stochastic evolution equations of jump type: Existence, uniqueness and large deviation principles. Zbl 1119.60057
Röckner, Michael; Zhang, Tusheng
64
2007
Parabolic SPDEs driven by Poisson white noise. Zbl 0934.60055
Albeverio, Sergio; Wu, Jiang-Lun; Zhang, Tu-Sheng
61
1998
Stochastic partial differential equations. A modeling, white noise functional approach. 2nd ed. Zbl 1198.60005
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
49
2010
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
41
2011
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations. Zbl 1169.60014
Mohammed, Salah-Eldin A.; Zhang, Tusheng; Zhao, Huaizhong
41
2008
Large deviations and support theorem for diffusion processes via rough paths. Zbl 1075.60510
Ledoux, M.; Qian, Z.; Zhang, T.
41
2002
Decomposition of Dirichlet processes and its applications. Zbl 0804.60044
Lyons, T. J.; Zhang, T. S.
37
1994
Absolute continuity of symmetric Markov processes. Zbl 1053.60084
Chen, Z.-Q.; Fitzsimmons, P. J.; Takeda, M.; Ying, J.; Zhang, T.-S.
35
2004
Local times of fractional Brownian sheets. Zbl 1009.60024
Xiao, Yimin; Zhang, Tusheng
33
2002
Uniqueness of generalized Schrödinger operators and applications. Zbl 0779.35028
Röckner, Michael; Zhang, Tu-Sheng
32
1992
Uniqueness of generalized Schrödinger operators. II. Zbl 0799.35053
Röckner, Michael; Zhang, Tu-Sheng
31
1994
White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities. Zbl 1196.60121
Zhang, Tusheng
29
2010
White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles. Zbl 1175.60068
Xu, Tiange; Zhang, Tusheng
29
2009
Stochastic calculus for symmetric Markov processes. Zbl 1142.31005
Chen, Z.-Q.; Fitzsimmons, P. J.; Kuwae, K.; Zhang, T.-S.
29
2008
Large deviations for stochastic tamed 3D Navier-Stokes equations. Zbl 1195.60093
Röckner, Michael; Zhang, Tusheng; Zhang, Xicheng
26
2010
On the small time asymptotics of diffusion processes on path groups. Zbl 0993.60026
Aida, Shigeki; Zhang, Tusheng
25
2002
The Burgers equation with a noisy force and the stochastic heat equation. Zbl 0804.35158
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, J.; Zhang, T.-S.
25
1994
A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs. Zbl 1282.60057
Menoukeu-Pamen, Olivier; Meyer-Brandis, Thilo; Nilssen, Torstein; Proske, Frank; Zhang, Tusheng
24
2013
Perturbation of symmetric Markov processes. Zbl 1137.31004
Chen, Z.-Q.; Fitzsimmons, P. J.; Kuwae, K.; Zhang, T.-S.
24
2008
Stochastic partial differential equations driven by multiparameter fractional white noise. Zbl 0982.60054
Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
24
2000
Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels. Zbl 0914.60045
Lunt, John; Lyons, T. J.; Zhang, T. S.
22
1998
Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise. Zbl 1306.60095
Wang, Ran; Zhang, Tusheng
21
2015
The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures. Zbl 1118.60052
Øksendal, Bernt; Zhang, Tusheng
21
2007
Global flows for stochastic differential equations without global Lipschitz conditions. Zbl 1128.60046
Fang, Shizan; Imkeller, Peter; Zhang, Tusheng
21
2007
Girsanov and Feynman-Kac type transformations for symmetric Markov processes. Zbl 1004.60077
Chen, Zhen-Qing; Zhang, Tu-Sheng
21
2002
On the small time asymptotics of diffusion processes on Hilbert spaces. Zbl 1044.60071
Zhang, T. S.
21
2000
A moderate deviation principle for 2-D stochastic Navier-Stokes equations. Zbl 1310.60100
Wang, Ran; Zhai, Jianliang; Zhang, Tusheng
19
2015
Multiparameter fractional Brownian motion and quasi-linear stochastic partial differential equations. Zbl 0986.60056
Øksendal, Bernt; Zhang, Tusheng
18
2001
Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles. Zbl 1241.60032
Röckner, Michael; Zhang, Tusheng
16
2012
Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes. Zbl 1210.60071
Xu, Tiange; Zhang, Tusheng
16
2009
Perturbed Skorohod equations and perturbed reflected diffusion processes. Zbl 1061.60056
Doney, R. A.; Zhang, Tusheng
15
2005
Girsanov transform for symmetric diffusions with infinite dimensional state space. Zbl 0776.60093
Albeverio, S.; Röckner, M.; Zhang, T. S.
15
1993
A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises. Zbl 1356.60100
Dong, Zhao; Xiong, Jie; Zhai, Jianliang; Zhang, Tusheng
14
2017
Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises. Zbl 1344.60030
Zhai, Jianliang; Zhang, Tusheng
14
2015
Optimal control with partial information for stochastic Volterra equations. Zbl 1214.49033
Øksendal, Bernt; Zhang, Tusheng
13
2010
General fractional multiparameter white noise theory and stochastic partial differential equations. Zbl 1067.35161
Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
13
2004
A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion. Zbl 1031.60051
Fang, Shizan; Zhang, Tusheng
13
2003
Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. Zbl 1306.93078
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
12
2014
Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients. Zbl 1185.60065
Wang, Feng-Yu; Zhang, Tu-Sheng
12
2010
Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent. Zbl 1095.60020
Fang, Shizan; Zhang, Tusheng
12
2006
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields. Zbl 1090.60057
Øksendal, Bernt; Proske, Frank; Zhang, Tusheng
12
2005
On general perturbations of symmetric Markov processes. Zbl 1176.60070
Chen, Z.-Q.; Fitzsimmons, P. J.; Kuwae, K.; Zhang, T.-S.
11
2009
On the strong solutions of one-dimensional stochastic differential equations with reflecting boundary. Zbl 0796.60062
Zhang, Tu-Sheng
11
1994
Absolute continuity of the law of the solution of a parabolic SPDE. Zbl 0777.60046
Pardoux, Etienne; Zhang, Tusheng
11
1993
Large deviations for the Brownian motion on loop groups. Zbl 1003.60028
Fang, Shizan; Zhang, Tusheng
10
2001
On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts. Zbl 0932.60071
Fang, S.; Zhang, T. S.
10
1999
Markov uniqueness for a class of infinite dimensional Dirichlet operators. Zbl 0827.31007
Albeverio, Sergio; Röckner, Michael; Zhang, Tu-Sheng
10
1993
Characterizations of the white noise test functionals and Hida distributions. Zbl 0765.60031
Zhang, Tu-Sheng
10
1992
Large deviations for stochastic models of two-dimensional second grade fluids. Zbl 1370.60049
Zhai, Jianliang; Zhang, Tusheng
9
2017
Time-reversal and elliptic boundary value problems. Zbl 1187.60064
Chen, Zhen-Qing; Zhang, Tusheng
9
2009
Large deviations for stochastic systems with memory. Zbl 1136.60021
Mohammed, Salah-Eldin A.; Zhang, Tusheng
9
2006
Generalized Feynman-Kac semigroups, associated quadratic forms and asymptotic properties. Zbl 0984.31006
Zhang, T. S.
9
2001
Large deviations for SPDEs of jump type. Zbl 1327.60074
Yang, Xue; Zhai, Jianliang; Zhang, Tusheng
8
2015
Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain. Zbl 1311.60066
Zhang, Tusheng
8
2014
Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise. Zbl 1285.60065
Wang, Feng-Yu; Zhang, Tusheng
8
2014
Improved rectangular method on stochastic Volterra equations. Zbl 1221.65023
Wen, C. H.; Zhang, T. S.
8
2011
SPDEs driven by space-time white noise in high dimensions: Absolute continuity of the law and convergence of solutions. Zbl 1030.60042
Zhang, T. S.; Zheng, W. A.
8
2002
Existence and uniqueness of invariant measures: An approach via sectorial forms. Zbl 0953.31003
Bogachev, V.; Röckner, M.; Zhang, T. S.
8
2000
Convergence of non-symmetric Dirichlet processes. Zbl 0888.31005
Lyons, Terry; Zhang, Tusheng
8
1996
The pressure equation for fluid flow in a stochastic medium. Zbl 0834.60068
Holden, H.; Lindstrøm, T.; Øksendal, B.; Ubøe, J.; Zhang, T.-S.
8
1995
Exponential mixing for stochastic model of two-dimensional second grade fluids. Zbl 1329.60223
Wang, Ran; Zhai, Jianliang; Zhang, Tusheng
7
2016
SPH simulation of acoustic waves: effects of frequency, sound pressure, and particle spacing. Zbl 1394.76105
Zhang, Y. O.; Zhang, T.; Ouyang, H.; Li, T. Y.
7
2015
Large deviations for stochastic nonlinear beam equations. Zbl 1118.60021
Zhang, Tusheng
7
2007
Approximation of arbitrary Dirichlet processes by Markov chains. Zbl 0898.31009
Ma, Zhiming; Röckner, Michael; Zhang, Tu-Sheng
7
1998
Finite dimensional approximation of diffusion processes on infinite dimensional spaces. Zbl 0885.60066
Röckner, M.; Zhang, T. S.
7
1996
Stochastic boundary value problems: A white noise functional approach. Zbl 0792.60055
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tu-Sheng
7
1993
Markov uniqueness and its applications to martingale problems, stochastic differential equations and stochastic quantization. Zbl 0767.31009
Albeverio, Sergio; Röckner, Michael; Zhang, Tu-Sheng
7
1993
Quasilinear parabolic stochastic partial differential equations: existence, uniqueness. Zbl 1372.60091
Hofmanová, Martina; Zhang, Tusheng
6
2017
White noise driven SPDEss with two reflecting walls. Zbl 1235.60081
Zhang, Tusheng; Yang, Juan
6
2011
The Wick product. Zbl 0820.60048
Gjessing, H.; Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, J.; Zhang, T.-S.
6
1993
Stochastic Burgers equation with random initial velocities: a Malliavin calculus approach. Zbl 1274.60205
Mohammed, Salah-Eldin A.; Zhang, Tusheng
5
2013
On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations. Zbl 1196.60119
Xu, Tiange; Zhang, Tusheng
5
2009
Small time asymptotics for Fleming-Viot processes. Zbl 1080.60504
Xiang, Kai-Nan; Zhang, Tu-Sheng
5
2005
The stochastic Wick-type Burgers equation. Zbl 0823.60050
Holden, Helge; Lindstrøm, Tom; Øksendal, Bernt; Ubøe, J.; Zhang, T.-S.
5
1995
Stability properties of stochastic partial differential equations. Zbl 0829.60053
Lindstrøm, Tom; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
5
1995
Efficient SPH simulation of time-domain acoustic wave propagation. Zbl 1403.76173
Zhang, Y. O.; Zhang, T.; Ouyang, H.; Li, T. Y.
4
2016
Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes. Zbl 1325.60131
Yue, Wen; Zhang, Tusheng
4
2015
Existence and uniqueness of invariant measures for SPDEs with two reflecting walls. Zbl 1308.60081
Yang, Juan; Zhang, Tusheng
4
2014
Hölder continuity of solutions of SPDEs with reflection. Zbl 1277.60107
Dalang, Robert C.; Zhang, Tusheng
4
2013
Backward stochastic differential equations with respect to general filtrations and applications to insider finance. Zbl 1331.91209
Øksendal, Bernt; Zhang, Tusheng
4
2012
Large deviations for invariant measures of SPDEs with two reflecting walls. Zbl 1248.60077
Zhang, Tusheng
4
2012
A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients. Zbl 1242.60072
Zhang, Tusheng
4
2011
Systems of stochastic partial differential equations with reflection: existence and uniqueness. Zbl 1218.60059
Zhang, Tusheng
4
2011
Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE. Zbl 1205.60116
Ran, Qikang; Zhang, Tusheng
4
2010
Dynamics of stochastic 2D Navier-Stokes equations. Zbl 1213.60107
Mohammed, Salah; Zhang, Tusheng
4
2010
Nonrobustness of some impulse control problems with respect to intervention costs. Zbl 1012.93066
Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
4
2002
On the small time large deviations of diffusion processes on configuration spaces. Zbl 1047.60081
Zhang, T. S.
4
2001
Convergence of operator semigroups generated by elliptic operators. Zbl 0906.47027
Röckner, Michael; Zhang, Tu-Sheng
4
1997
Note on convergence of Dirichlet processes. Zbl 0793.31006
Lyons, T. J.; Zhang, T. S.
4
1993
The stochastic Volterra equation. Zbl 0783.60060
Øksendal, Bernt; Zhang, Tu-Sheng
4
1993
Moderate deviations for stochastic models of two-dimensional second grade fluids. Zbl 1396.60075
Zhai, Jianliang; Zhang, Tusheng; Zheng, Wuting
3
2018
Backward doubly SDEs and semilinear stochastic PDEs in a convex domain. Zbl 1372.60085
Matoussi, Anis; Sabbagh, Wissal; Zhang, Tusheng
3
2017
Estimates of heat kernels with Neumann boundary conditions. Zbl 1262.35115
Yang, Xue; Zhang, Tusheng
3
2013
Probabilistic representations and hyperbound estimates for semigroups. Zbl 1043.47508
Röckner, M.; Zhang, T. S.
3
1999
Asymptotic properties of additive functionals of Brownian motion. Zbl 0887.60077
Takeda, Masayoshi; Zhang, Tusheng
3
1997
A stability property of the stochastic heat equation. Zbl 0847.60042
Ubøe, Jan; Zhang, Tusheng
3
1995
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise. Zbl 1418.60072
Dalang, Robert C.; Khoshnevisan, Davar; Zhang, Tusheng
2
2019
Large deviation principles for first-order scalar conservation laws with stochastic forcing. Zbl 07200530
Dong, Zhao; Wu, Jiang-Lun; Zhang, Rangrang; Zhang, Tusheng
1
2020
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise. Zbl 1418.60072
Dalang, Robert C.; Khoshnevisan, Davar; Zhang, Tusheng
2
2019
Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise. Zbl 1403.60058
Shang, Shijie; Zhai, Jianliang; Zhang, Tusheng
2
2019
Moderate deviations for stochastic models of two-dimensional second grade fluids. Zbl 1396.60075
Zhai, Jianliang; Zhang, Tusheng; Zheng, Wuting
3
2018
Large deviations for stochastic heat equation with rough dependence in space. Zbl 1379.60069
Hu, Yaozhong; Nualart, David; Zhang, Tusheng
1
2018
A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises. Zbl 1356.60100
Dong, Zhao; Xiong, Jie; Zhai, Jianliang; Zhang, Tusheng
14
2017
Large deviations for stochastic models of two-dimensional second grade fluids. Zbl 1370.60049
Zhai, Jianliang; Zhang, Tusheng
9
2017
Quasilinear parabolic stochastic partial differential equations: existence, uniqueness. Zbl 1372.60091
Hofmanová, Martina; Zhang, Tusheng
6
2017
Backward doubly SDEs and semilinear stochastic PDEs in a convex domain. Zbl 1372.60085
Matoussi, Anis; Sabbagh, Wissal; Zhang, Tusheng
3
2017
Exponential mixing for stochastic model of two-dimensional second grade fluids. Zbl 1329.60223
Wang, Ran; Zhai, Jianliang; Zhang, Tusheng
7
2016
Efficient SPH simulation of time-domain acoustic wave propagation. Zbl 1403.76173
Zhang, Y. O.; Zhang, T.; Ouyang, H.; Li, T. Y.
4
2016
Nonlinear dynamics of straight fluid-conveying pipes with general boundary conditions and additional springs and masses. Zbl 07162933
Zhang, T.; Ouyang, H.; Zhang, Y. O.; Lv, B. L.
2
2016
Lattice approximations of reflected stochastic partial differential equations driven by space-time white noise. Zbl 1358.60075
Zhang, Tusheng
2
2016
A stochastic HJB equation for optimal control of forward-backward SDEs. Zbl 1354.60061
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
1
2016
The dynamics of the stochastic shadow Gierer-Meinhardt system. Zbl 1337.60139
Winter, Matthias; Xu, Lihu; Zhai, Jianliang; Zhang, Tusheng
1
2016
Moderate deviations for stochastic reaction-diffusion equations with multiplicative noise. Zbl 1306.60095
Wang, Ran; Zhang, Tusheng
21
2015
A moderate deviation principle for 2-D stochastic Navier-Stokes equations. Zbl 1310.60100
Wang, Ran; Zhai, Jianliang; Zhang, Tusheng
19
2015
Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises. Zbl 1344.60030
Zhai, Jianliang; Zhang, Tusheng
14
2015
Large deviations for SPDEs of jump type. Zbl 1327.60074
Yang, Xue; Zhai, Jianliang; Zhang, Tusheng
8
2015
SPH simulation of acoustic waves: effects of frequency, sound pressure, and particle spacing. Zbl 1394.76105
Zhang, Y. O.; Zhang, T.; Ouyang, H.; Li, T. Y.
7
2015
Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes. Zbl 1325.60131
Yue, Wen; Zhang, Tusheng
4
2015
Wong-Zakai approximations of backward doubly stochastic differential equations. Zbl 1325.60089
Hu, Ying; Matoussi, Anis; Zhang, Tusheng
1
2015
Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. Zbl 1306.93078
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
12
2014
Strong convergence of Wong-Zakai approximations of reflected SDEs in a multidimensional general domain. Zbl 1311.60066
Zhang, Tusheng
8
2014
Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise. Zbl 1285.60065
Wang, Feng-Yu; Zhang, Tusheng
8
2014
Existence and uniqueness of invariant measures for SPDEs with two reflecting walls. Zbl 1308.60081
Yang, Juan; Zhang, Tusheng
4
2014
A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients. Zbl 1296.60164
Chen, Zhen-Qing; Zhang, Tusheng
2
2014
A large deviation principle of retarded Ornstein-Uhlenbeck processes driven by Lévy noise. Zbl 1308.60029
Liu, Kai; Zhang, Tusheng
1
2014
A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs. Zbl 1282.60057
Menoukeu-Pamen, Olivier; Meyer-Brandis, Thilo; Nilssen, Torstein; Proske, Frank; Zhang, Tusheng
24
2013
Stochastic Burgers equation with random initial velocities: a Malliavin calculus approach. Zbl 1274.60205
Mohammed, Salah-Eldin A.; Zhang, Tusheng
5
2013
Hölder continuity of solutions of SPDEs with reflection. Zbl 1277.60107
Dalang, Robert C.; Zhang, Tusheng
4
2013
Estimates of heat kernels with Neumann boundary conditions. Zbl 1262.35115
Yang, Xue; Zhang, Tusheng
3
2013
Stochastic generalized porous media equations with reflection. Zbl 1328.60152
Röckner, Michael; Wang, Feng-Yu; Zhang, Tusheng
1
2013
Anticipating stochastic 2D Navier-Stokes equations. Zbl 1282.35281
Mohammed, Salah; Zhang, Tusheng
1
2013
Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles. Zbl 1241.60032
Röckner, Michael; Zhang, Tusheng
16
2012
Backward stochastic differential equations with respect to general filtrations and applications to insider finance. Zbl 1331.91209
Øksendal, Bernt; Zhang, Tusheng
4
2012
Large deviations for invariant measures of SPDEs with two reflecting walls. Zbl 1248.60077
Zhang, Tusheng
4
2012
Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. Zbl 1283.93316
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
1
2012
The Burgers equation with affine linear noise: dynamics and stability. Zbl 1248.60072
Mohammed, Salah; Zhang, Tusheng
1
2012
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
41
2011
Improved rectangular method on stochastic Volterra equations. Zbl 1221.65023
Wen, C. H.; Zhang, T. S.
8
2011
White noise driven SPDEss with two reflecting walls. Zbl 1235.60081
Zhang, Tusheng; Yang, Juan
6
2011
A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients. Zbl 1242.60072
Zhang, Tusheng
4
2011
Systems of stochastic partial differential equations with reflection: existence and uniqueness. Zbl 1218.60059
Zhang, Tusheng
4
2011
Stochastic evolution equations driven by Lévy processes. Zbl 1237.60049
Chen, Zhen-Qing; Zhang, Tusheng
2
2011
Backward SDEs and Sobolev solutions for semilinear parabolic PDEs with singular coefficients. Zbl 1227.60089
Zhang, Tusheng; Ran, Qikang
1
2011
Stochastic partial differential equations. A modeling, white noise functional approach. 2nd ed. Zbl 1198.60005
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
49
2010
White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities. Zbl 1196.60121
Zhang, Tusheng
29
2010
Large deviations for stochastic tamed 3D Navier-Stokes equations. Zbl 1195.60093
Röckner, Michael; Zhang, Tusheng; Zhang, Xicheng
26
2010
Optimal control with partial information for stochastic Volterra equations. Zbl 1214.49033
Øksendal, Bernt; Zhang, Tusheng
13
2010
Gradient estimates for stochastic evolution equations with non-Lipschitz coefficients. Zbl 1185.60065
Wang, Feng-Yu; Zhang, Tu-Sheng
12
2010
Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE. Zbl 1205.60116
Ran, Qikang; Zhang, Tusheng
4
2010
Dynamics of stochastic 2D Navier-Stokes equations. Zbl 1213.60107
Mohammed, Salah; Zhang, Tusheng
4
2010
Large deviation principles for isotropic stochastic flow of homeomorphisms on \(S^{d}\). Zbl 1205.60058
Xu, Tiange; Zhang, Tusheng
1
2010
White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles. Zbl 1175.60068
Xu, Tiange; Zhang, Tusheng
29
2009
Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes. Zbl 1210.60071
Xu, Tiange; Zhang, Tusheng
16
2009
On general perturbations of symmetric Markov processes. Zbl 1176.60070
Chen, Z.-Q.; Fitzsimmons, P. J.; Kuwae, K.; Zhang, T.-S.
11
2009
Time-reversal and elliptic boundary value problems. Zbl 1187.60064
Chen, Zhen-Qing; Zhang, Tusheng
9
2009
On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations. Zbl 1196.60119
Xu, Tiange; Zhang, Tusheng
5
2009
Large deviations for perturbed reflected diffusion processes. Zbl 1187.60018
Bo, Lijun; Zhang, Tusheng
2
2009
Invariant measures for stochastic evolution equations of pure jump type. Zbl 1157.60062
Dong, Zhao; Xu, Tiange; Zhang, Tusheng
2
2009
Anticipating stochastic differential systems with memory. Zbl 1196.60103
Mohammed, Salah; Zhang, Tusheng
1
2009
Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
188
2008
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations. Zbl 1169.60014
Mohammed, Salah-Eldin A.; Zhang, Tusheng; Zhao, Huaizhong
41
2008
Stochastic calculus for symmetric Markov processes. Zbl 1142.31005
Chen, Z.-Q.; Fitzsimmons, P. J.; Kuwae, K.; Zhang, T.-S.
29
2008
Perturbation of symmetric Markov processes. Zbl 1137.31004
Chen, Z.-Q.; Fitzsimmons, P. J.; Kuwae, K.; Zhang, T.-S.
24
2008
Stochastic evolution equations of jump type: Existence, uniqueness and large deviation principles. Zbl 1119.60057
Röckner, Michael; Zhang, Tusheng
64
2007
The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures. Zbl 1118.60052
Øksendal, Bernt; Zhang, Tusheng
21
2007
Global flows for stochastic differential equations without global Lipschitz conditions. Zbl 1128.60046
Fang, Shizan; Imkeller, Peter; Zhang, Tusheng
21
2007
Large deviations for stochastic nonlinear beam equations. Zbl 1118.60021
Zhang, Tusheng
7
2007
The substitution theorem for semilinear stochastic partial differential equations. Zbl 1138.60048
Mohammed, Salah-Eldin A.; Zhang, Tusheng
2
2007
Isotropic stochastic flow of homeomorphisms on \(S^{d}\) for the critical Sobolev exponent. Zbl 1095.60020
Fang, Shizan; Zhang, Tusheng
12
2006
Large deviations for stochastic systems with memory. Zbl 1136.60021
Mohammed, Salah-Eldin A.; Zhang, Tusheng
9
2006
A study of a class of stochastic differential equations with non-Lipschitzian coefficients. Zbl 1081.60043
Fang, Shizan; Zhang, Tusheng
69
2005
Perturbed Skorohod equations and perturbed reflected diffusion processes. Zbl 1061.60056
Doney, R. A.; Zhang, Tusheng
15
2005
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields. Zbl 1090.60057
Øksendal, Bernt; Proske, Frank; Zhang, Tusheng
12
2005
Small time asymptotics for Fleming-Viot processes. Zbl 1080.60504
Xiang, Kai-Nan; Zhang, Tu-Sheng
5
2005
Absolute continuity of symmetric Markov processes. Zbl 1053.60084
Chen, Z.-Q.; Fitzsimmons, P. J.; Takeda, M.; Ying, J.; Zhang, T.-S.
35
2004
General fractional multiparameter white noise theory and stochastic partial differential equations. Zbl 1067.35161
Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
13
2004
Convergence of symmetric diffusions on Wiener spaces. Zbl 1065.60111
Posilicano, A.; Zhang, T. S.
1
2004
A class of stochastic differential equations with non-Lipschitzian coefficients: Pathwise uniqueness and no explosion. Zbl 1031.60051
Fang, Shizan; Zhang, Tusheng
13
2003
Lower order perturbations of Dirichlet processes. Zbl 1021.60058
Röckner, M.; Zhang, T. S.
2
2003
A comparison theorem for solutions of backward stochastic differential equations with two reflecting barriers and its applications. Zbl 1062.60058
Zhang, T. S.
1
2003
Large deviations and support theorem for diffusion processes via rough paths. Zbl 1075.60510
Ledoux, M.; Qian, Z.; Zhang, T.
41
2002
Local times of fractional Brownian sheets. Zbl 1009.60024
Xiao, Yimin; Zhang, Tusheng
33
2002
On the small time asymptotics of diffusion processes on path groups. Zbl 0993.60026
Aida, Shigeki; Zhang, Tusheng
25
2002
Girsanov and Feynman-Kac type transformations for symmetric Markov processes. Zbl 1004.60077
Chen, Zhen-Qing; Zhang, Tu-Sheng
21
2002
SPDEs driven by space-time white noise in high dimensions: Absolute continuity of the law and convergence of solutions. Zbl 1030.60042
Zhang, T. S.; Zheng, W. A.
8
2002
Nonrobustness of some impulse control problems with respect to intervention costs. Zbl 1012.93066
Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
4
2002
Multiparameter fractional Brownian motion and quasi-linear stochastic partial differential equations. Zbl 0986.60056
Øksendal, Bernt; Zhang, Tusheng
18
2001
Large deviations for the Brownian motion on loop groups. Zbl 1003.60028
Fang, Shizan; Zhang, Tusheng
10
2001
Generalized Feynman-Kac semigroups, associated quadratic forms and asymptotic properties. Zbl 0984.31006
Zhang, T. S.
9
2001
On the small time large deviations of diffusion processes on configuration spaces. Zbl 1047.60081
Zhang, T. S.
4
2001
Stochastic partial differential equations driven by multiparameter fractional white noise. Zbl 0982.60054
Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
24
2000
On the small time asymptotics of diffusion processes on Hilbert spaces. Zbl 1044.60071
Zhang, T. S.
21
2000
Existence and uniqueness of invariant measures: An approach via sectorial forms. Zbl 0953.31003
Bogachev, V.; Röckner, M.; Zhang, T. S.
8
2000
On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts. Zbl 0932.60071
Fang, S.; Zhang, T. S.
10
1999
Probabilistic representations and hyperbound estimates for semigroups. Zbl 1043.47508
Röckner, M.; Zhang, T. S.
3
1999
Parabolic SPDEs driven by Poisson white noise. Zbl 0934.60055
Albeverio, Sergio; Wu, Jiang-Lun; Zhang, Tu-Sheng
61
1998
Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels. Zbl 0914.60045
Lunt, John; Lyons, T. J.; Zhang, T. S.
22
1998
...and 32 more Documents
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Cited by 1,439 Authors

87 Zhang, Tusheng S.
31 Øksendal, Bernt Karsten
31 Röckner, Michael
27 Chen, Zhen-Qing
27 Yan, Litan
25 Wang, Feng-Yu
20 Xie, Yingchao
17 Proske, Frank Norbert
16 Zhai, Jianliang
16 Zhang, Xicheng
15 Kuwae, Kazuhiro
14 Alpay, Daniel Aron
13 Albeverio, Sergio A.
11 Duan, Jinqiao
11 Hu, Yaozhong
11 Liu, Wei
11 Sun, Wei
11 Wang, Ran
11 Wu, Fuke
11 Xiao, Yimin
11 Yuan, Chenggui
10 Gao, Hongjun
10 Lanconelli, Alberto
10 Luo, Dejun
10 Wang, Yongjin
10 Zhao, Huaizhong
9 Fang, Shizan
9 Fitzsimmons, Patrick J.
9 Inahama, Yuzuru
9 Menoukeu Pamen, Olivier
9 Meyer-Brandis, Thilo
9 Ubœ, Jan
9 Xiong, Jie
8 Dong, Zhao
8 Friz, Peter Karl
8 Kondrat’yev, Yuriĭ Grygorovych
8 Nualart, David
8 Seleši, Dora
8 Takeda, Masayoshi
8 Xie, Bin
8 Xu, Lihu
8 Xu, Yong
8 Yang, Xue
7 Agram, Nacira
7 Aida, Shigeki
7 Bo, Lijun
7 Chen, Zhenlong
7 Hairer, Martin
7 Hu, Shigeng
7 Leonenko, Nikolai N.
7 Liu, Junfeng
7 Lu, Kening
7 Ma, Zhi-Ming
7 Maslowski, Bohdan
7 Mohammed, Salah-Eldin A.
7 Pei, Bin
7 Priola, Enrico
7 Rozovskii, Boris L.
7 Wu, Dongsheng
7 Wu, Jianglun
7 Yang, Juan
7 Zeng, Caibin
6 Baños, David R.
6 Bao, Jianhai
6 Brzeźniak, Zdzisław
6 Chen, Bin
6 Cui, Jing
6 Fan, Xiliang
6 Huang, Jianhua
6 Jiang, Yiming
6 Jørgensen, Palle E. T.
6 Kim, Daehong
6 Levajković, Tijana
6 Liang, Zongxia
6 Liu, Qing
6 Lototsky, Sergey V.
6 Lv, Guangying
6 Melnikova, Irina V.
6 Shen, Guangjun
6 Shi, KeHua
6 Sun, Xichao
6 Tachim Medjo, Theodore
6 Yang, Xiaoyuan
6 Yin, Xiuwei
5 Bonaccorsi, Stefano
5 Chen, Chao
5 Chen, Chuanzhong
5 Holden, Helge
5 Li, Yumeng
5 Lindstrøm, Tom L.
5 Manouzi, Hassan
5 Mao, Xuerong
5 Matoussi, Anis
5 Matthies, Hermann Georg
5 Mishura, Yuliya Stepanivna
5 Nilssen, Torstein K.
5 Pilipović, Stevan
5 Ren, Jiagang
5 Russo, Francesco
5 Shao, Jinghai
...and 1,339 more Authors
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Cited in 255 Serials

104 Stochastic Processes and their Applications
63 Journal of Functional Analysis
48 The Annals of Probability
43 Statistics & Probability Letters
43 Potential Analysis
42 Journal of Mathematical Analysis and Applications
42 Stochastic Analysis and Applications
35 Journal of Differential Equations
33 Stochastics and Dynamics
30 Journal of Theoretical Probability
25 Chaos, Solitons and Fractals
25 Stochastics
24 Infinite Dimensional Analysis, Quantum Probability and Related Topics
22 Probability Theory and Related Fields
19 Journal of Mathematical Physics
18 Journal of Computational and Applied Mathematics
18 Advances in Difference Equations
17 Bernoulli
17 Science China. Mathematics
15 Applied Mathematics and Optimization
14 Bulletin des Sciences Mathématiques
13 Abstract and Applied Analysis
12 Transactions of the American Mathematical Society
12 Acta Mathematica Sinica. English Series
12 Frontiers of Mathematics in China
11 Applied Mathematics and Computation
11 Discrete and Continuous Dynamical Systems. Series B
10 Acta Applicandae Mathematicae
9 Journal of Optimization Theory and Applications
9 Proceedings of the American Mathematical Society
8 Journal of Statistical Physics
8 Acta Mathematicae Applicatae Sinica. English Series
8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
8 Discrete and Continuous Dynamical Systems
8 Mathematical Control and Related Fields
7 Advances in Applied Probability
7 Computers & Mathematics with Applications
7 Computer Methods in Applied Mechanics and Engineering
7 Journal of Computational Physics
7 SIAM Journal on Control and Optimization
7 Tohoku Mathematical Journal. Second Series
7 The Annals of Applied Probability
6 Chinese Annals of Mathematics. Series B
6 Fractional Calculus & Applied Analysis
6 Comptes Rendus. Mathématique. Académie des Sciences, Paris
6 International Journal of Stochastic Analysis
6 Stochastic and Partial Differential Equations. Analysis and Computations
5 Physics Letters. A
5 Journal of Applied Probability
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Journal of Economic Dynamics & Control
5 Electronic Journal of Probability
5 Journal of Evolution Equations
5 Journal of Systems Science and Complexity
5 Afrika Matematika
4 Communications in Mathematical Physics
4 ZAMP. Zeitschrift für angewandte Mathematik und Physik
4 Automatica
4 BIT
4 Czechoslovak Mathematical Journal
4 Osaka Journal of Mathematics
4 Systems & Control Letters
4 Forum Mathematicum
4 Journal de Mathématiques Pures et Appliquées. Neuvième Série
4 Theory of Probability and Mathematical Statistics
4 NoDEA. Nonlinear Differential Equations and Applications
4 Engineering Analysis with Boundary Elements
4 Chaos
4 Nonlinear Analysis. Real World Applications
4 Quantitative Finance
4 Mediterranean Journal of Mathematics
4 Communications in Mathematics and Statistics
3 International Journal of Control
3 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV
3 Integral Equations and Operator Theory
3 Journal of the Mathematical Society of Japan
3 Mathematische Annalen
3 Quarterly of Applied Mathematics
3 Applied Numerical Mathematics
3 Science in China. Series A
3 Communications in Partial Differential Equations
3 SIAM Journal on Mathematical Analysis
3 Stochastics and Stochastics Reports
3 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
3 Journal of Mathematical Sciences (New York)
3 Random Operators and Stochastic Equations
3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Nonlinear Dynamics
3 Journal of Inequalities and Applications
3 Methodology and Computing in Applied Probability
3 Differential Equations
3 Communications on Pure and Applied Analysis
3 Journal of the Korean Statistical Society
3 Mathematics and Financial Economics
3 Carpathian Mathematical Publications
3 SIAM/ASA Journal on Uncertainty Quantification
3 Journal of Function Spaces
2 Communications on Pure and Applied Mathematics
2 Indian Journal of Pure & Applied Mathematics
...and 155 more Serials
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Cited in 50 Fields

1,173 Probability theory and stochastic processes (60-XX)
348 Partial differential equations (35-XX)
115 Systems theory; control (93-XX)
109 Ordinary differential equations (34-XX)
106 Numerical analysis (65-XX)
87 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
85 Dynamical systems and ergodic theory (37-XX)
82 Operator theory (47-XX)
78 Potential theory (31-XX)
55 Fluid mechanics (76-XX)
54 Calculus of variations and optimal control; optimization (49-XX)
45 Functional analysis (46-XX)
41 Statistics (62-XX)
34 Statistical mechanics, structure of matter (82-XX)
32 Global analysis, analysis on manifolds (58-XX)
27 Measure and integration (28-XX)
26 Biology and other natural sciences (92-XX)
23 Real functions (26-XX)
17 Integral equations (45-XX)
17 Quantum theory (81-XX)
12 Operations research, mathematical programming (90-XX)
9 Harmonic analysis on Euclidean spaces (42-XX)
7 Mechanics of deformable solids (74-XX)
7 Geophysics (86-XX)
6 Functions of a complex variable (30-XX)
6 Special functions (33-XX)
5 Difference and functional equations (39-XX)
5 Computer science (68-XX)
5 Information and communication theory, circuits (94-XX)
4 Combinatorics (05-XX)
4 Mechanics of particles and systems (70-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Approximations and expansions (41-XX)
3 Abstract harmonic analysis (43-XX)
3 Integral transforms, operational calculus (44-XX)
3 Differential geometry (53-XX)
2 Number theory (11-XX)
2 Associative rings and algebras (16-XX)
2 Algebraic topology (55-XX)
2 Optics, electromagnetic theory (78-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
1 Algebraic geometry (14-XX)
1 Group theory and generalizations (20-XX)
1 Topological groups, Lie groups (22-XX)
1 Sequences, series, summability (40-XX)
1 Geometry (51-XX)
1 General topology (54-XX)
1 Astronomy and astrophysics (85-XX)

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