Browsing NTNU Open by Author "Chen, Linghua"
Chen, Linghua; Jakobsen, Espen Robstad (Journal article; Peer reviewed, 2018)We prove a new generation result in L 1 for a large class of non-local operators with non-degenerate local terms. This class contains the operators appearing in Fokker-Planck or Kolmogorov forward equations associated ...
Chen, Linghua; Jakobsen, Espen Robstad; Næss, Arvid (Journal article, 2017)We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and ...
Chen, Linghua (Doctoral thesis at NTNU;2016:219, Doctoral thesis, 2016)