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浏览/检索结果: 共14条，第1-10条 帮助 限定条件 发表日期：2020     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion 期刊论文 JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 269, 期号: 11, 页码: 10143-10180 作者:  Cui, Jianbo;  Hong, Jialin 收藏  |  浏览/下载：15/0  |  提交时间：2021/01/14 Stochastic Cahn-Hilliard equation  Unbounded noise diffusion  Malliavin calculus  Numerical approximation  Strong convergence rate   An Efficient Numerical Algorithm for Solving Data Driven Feedback Control Problems 期刊论文 JOURNAL OF SCIENTIFIC COMPUTING, 2020, 卷号: 85, 期号: 2, 页码: 27 作者:  Archibald, Richard;  Bao, Feng;  Yong, Jiongmin;  Zhou, Tao 收藏  |  浏览/下载：7/0  |  提交时间：2021/01/14 Stochastic optimal control  Nonlinear filtering  Data driven  Maximum principle  Stochastic optimization   A natural extension of Markov processes and applications to singular SDEs 期刊论文 ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 卷号: 56, 期号: 4, 页码: 2480-2506 作者:  Beznea, Lucian;  Cimpean, Iulian;  Rockner, Michael 收藏  |  浏览/下载：8/0  |  提交时间：2021/01/14 Stochastic differential equation on Hilbert spaces  Stochastic PDE  Martingale problem  Not allowed starting point  Girsanov transform  Nonregular drift  Dirichlet form  Right process  Fine topology   Mean field linear-quadratic control: Uniform stabilization and social optimality 期刊论文 AUTOMATICA, 2020, 卷号: 121, 页码: 14 作者:  Wang, Bing-Chang;  Zhang, Huanshui;  Zhang, Ji-Feng 收藏  |  浏览/下载：20/0  |  提交时间：2021/01/14 Mean field game  Variational analysis  Stabilization control  FBSDE  Riccati equation   Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs 期刊论文 STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 页码: 12 作者:  Barbu, Viorel;  Roeckner, Michael 收藏  |  浏览/下载：4/0  |  提交时间：2021/01/14 Fokker-Planck equation  Mild solution  Distributional solution   Towards mesoscopic ergodic theory 期刊论文 SCIENCE CHINA-MATHEMATICS, 2020, 页码: 24 作者:  Qi, Weiwei;  Shen, Zhongwei;  Wang, Shirou;  Yi, Yingfei 收藏  |  浏览/下载：7/0  |  提交时间：2020/09/23 ergodic theory  stochastic differential equation  Fokker-Planck equation  stationary measure  physical measure  mesoscopic limit   Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities 期刊论文 PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31 作者:  Gordina, Maria;  Roeckner, Michael;  Teplyaev, Alexander 收藏  |  浏览/下载：5/0  |  提交时间：2020/09/23 Ornstein-Uhlenbeck process  Singular perturbation  Nonlinear infinite-dimensional stochastic differential equations  Non-Lipschitz monotone coefficients  Girsanov theorem   Review and new theoretical perspectives on active disturbance rejection control for uncertain finite-dimensional and infinite-dimensional systems 期刊论文 NONLINEAR DYNAMICS, 2020, 页码: 25 作者:  Wu, Ze-Hao;  Zhou, Hua-Cheng;  Guo, Bao-Zhu;  Deng, Feiqi 收藏  |  浏览/下载：18/0  |  提交时间：2020/09/23 Active disturbance rejection control  Extended state observer  Boundary control  Disturbance  Stochastic systems  Infinite-dimensional systems  Fractional-order PDE   Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs 期刊论文 NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2020, 卷号: 13, 期号: 2, 页码: 296-319 作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao 收藏  |  浏览/下载：24/0  |  提交时间：2020/05/24 Forward backward stochastic differential equations  stochastic optimal control  stochastic maximum principle  projected quasi-Newton methods   Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients 期刊论文 JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 268, 期号: 6, 页码: 2910-2948 作者:  Liu, Wei;  Roeckner, Michael;  Sun, Xiaobin;  Xie, Yingchao 收藏  |  浏览/下载：19/0  |  提交时间：2020/05/24 Averaging principle  Local Lipschitz  Time-dependent  Strong convergence  Stochastic differential equations