Small Ball Probability for the Stochastic Parabolic Equations
This paper is concerned with the small ball probability for the stochastic parabolic equations. By using comparison principle and the properties of Brownian motion, the small ball probability estimates of parabolic equations with Brownian motion are considered. Some new results are given.
Authors
- Xiaohuan Wang (ORCID: https://orcid.org/0000-0003-4073-9347)
Institutions
- Nanjing University of Information Science and Technology (CN)
Publication Details
- Journal
- Fluctuation and Noise Letters
- Published
- 2025-07-04
- DOI
- https://doi.org/10.1142/s0219477525500543
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- National Natural Science Foundation of China