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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：C1,1/3- very weak solutions to the two dimensional Monge–Ampère equation
二维 Monge–Ampère方程 C1,1/3极弱解
2023/11/29
For any θ<1/3 , we show that very weak solutions to the two-dimensional Monge–Ampère equation with regularity C1,θ are dense in the space of continuous functions. This result is shown by a convex inte...
High order weak approximation schemes for Lévy-driven SDEs
Levy-driven stochastic di erential equation Euler scheme
2011/2/28
We propose new jump-adapted weak approximation schemes for stochas-tic di erential equations driven by pure-jump Levy processes.