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科研机构
数学与系统科学研... [372]
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期刊论文 [372]
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2022 [22]
2021 [29]
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专题：数学与系统科学研究院
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CLT for approximating ergodic limit of SPDEs via a full discretization
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 卷号: 157, 页码: 1-41
作者:
Chen, Chuchu
;
Dang, Tonghe
;
Hong, Jialin
;
Zhou, Tau
收藏
|
浏览/下载：14/0
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提交时间：2023/02/07
Central limit theorem
Stochastic partial differential equation
Full discretization
Poisson equation
Ergodic limit
Central limit theorem and moderate deviation principle for stochastic scalar conservation laws
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 516, 期号: 1, 页码: 26
作者:
Wu, Zhengyan
;
Zhang, Rangrang
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浏览/下载：16/0
|
提交时间：2023/02/07
Stochastic scalar conservation laws
Weak convergence method
Doubling of variables method
Central limit theorem
Moderate deviation principle
Kinetic solution
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity
期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:
Duan, Pingtao
;
Liu, Yuting
;
Ma, Zhiming
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浏览/下载：8/0
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提交时间：2023/02/07
Option pricing
Discrete barrier options
Jump-diffusion model
Stochastic volatility
Stochastic intensity
A splitting semi-implicit Euler method for stochastic incompressible Euler equations on T-2
期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2022, 页码: 29
作者:
Hong, Jialin
;
Sheng, Derui
;
Zhou, Tau
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浏览/下载：8/0
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提交时间：2023/02/07
stochastic incompressible Euler equation
convergence order
splitting semi-implicit Euler method
Differentially private distributed algorithms for stochastic aggregative games
期刊论文
AUTOMATICA, 2022, 卷号: 142, 页码: 13
作者:
Wang, Jimin
;
Zhang, Ji-Feng
;
He, Xingkang
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浏览/下载：16/0
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提交时间：2023/02/07
Differential privacy
Stochastic aggregative games
Distributed algorithms
Stochastic approximation
Optimal Holder continuity and hitting probabilities for SPDEs with rough fractional noises
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 512, 期号: 1, 页码: 21
作者:
Hong, Jialin
;
Liu, Zhihui
;
Sheng, Derui
收藏
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浏览/下载：7/0
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提交时间：2023/02/07
Stochastic partial differential equation
Fractional Brownian sheet
Hurst index H < 1/2
Holder exponent
Hitting probability
Differentially private resilient distributed cooperative online estimation over digraphs
期刊论文
INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2022, 页码: 19
作者:
Wang, Jimin
;
Zhang, Ji-Feng
;
Liu, Xiao-Kang
收藏
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浏览/下载：12/0
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提交时间：2023/02/07
differential privacy
distributed online estimation
resilient estimation
stochastic approximation
Distributed system identification for linear stochastic systems with binary sensors
期刊论文
AUTOMATICA, 2022, 卷号: 141, 页码: 13
作者:
Fu, Kewei
;
Chen, Han-Fu
;
Zhao, Wenxiao
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浏览/下载：15/0
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提交时间：2023/02/07
Distributed system identification
Binary-valued sensor
Stochastic approximation
Consensus
Convergence
Strong consistency
Linearization of nonlinear Fokker-Planck equations and applications
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:
Ren, Panpan
;
Roeckner, Michael
;
Wang, Feng-Yu
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浏览/下载：8/0
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提交时间：2023/02/07
Nonlinear Fokker-Planck equation
McKean-Vlasov stochastic differential equation
Diffusion process
Ergodicity
Feynman-Kac formula
Influence of numerical discretizations on hitting probabilities for linear stochastic parabolic systems
期刊论文
JOURNAL OF COMPLEXITY, 2022, 卷号: 70, 页码: 29
作者:
Chen, Chuchu
;
Hong, Jialin
;
Sheng, Derui
收藏
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浏览/下载：19/0
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提交时间：2022/04/29
Hitting probability
Numerical discretization
Stochastic parabolic system
Critical dimension
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