Articles

• Preface：Special Issue on Recent Progresses in Stochastic Differential Equations and Stochastic Partial Differential Equations

  Panpan Ren, Jiang-Lun Wu

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  556 9 Pages:i-ii

• Asymptotics in Wasserstein Distance for Empirical Measures of Markov Processes

  Feng-Yu Wang

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  540 36 Pages:495-524

• Smooth Densities of Stochastic Differential Equations Forced by Degenerate Stable Type Noises

  Lihu Xu

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  526 22 Pages:525-549

• Long Time Behavior of the Stochastic 2D Navier-Stokes Equations

  Benedetta Ferrario, Margherita Zanella

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  544 32 Pages:550-576

• A Stochastic Maximum Principle for Relaxed Control with General Risk Measure and Its Application in Finance

  Shuaiqi Zhang, Jie Xiong, Xin Zhang

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  521 25 Pages:577-593

• Strong Convergence of Functional Stochastic Differential Equations via the Functional Itô Calculus

  Jianhai Bao, Jiaqing Hao

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  524 28 Pages:594-625

• Recent Progress on Stochastic Fractional Diffusion Equations with Space-Time White Noise

  Yuhui Guo, Jiang-Lun Wu

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  531 27 Pages:626-646