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| Stability in Probability and Inverse Optimal Control of Evolution Systems Driven by Lévy Processes 期刊论文
IEEE/CAA Journal of Automatica Sinica, 2020, 卷号: 7, 期号: 2, 页码: 405-419
作者: Khac Duc Do
  收藏 | 浏览/下载：3/0 | 提交时间：2021/03/11
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| The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes 期刊论文
Journal of Systems Science and Complexity, 2019
作者: Wang W.; Wu J.; Liu Z.
收藏 | 浏览/下载：8/0 | 提交时间：2019/12/11
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| A note on joint occupation times of spectrally negative Lévy risk processes with tax 期刊论文
Statistics and Probability Letters, 2018, 卷号: 140, 页码: 13-22
作者: Wang, Wenyuan; Wu, Xueyuan*; Peng, Xingchun; Yuen, Kam C.
收藏 | 浏览/下载：4/0 | 提交时间：2019/12/04
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| Vector Stochastic Processes with Pólya‐Type Correlation Structure 期刊论文
International Statistical Review, 2017, 卷号: 85, 期号: 2, 页码: 340-354
作者: Ma, Chunsheng*
收藏 | 浏览/下载：4/0 | 提交时间：2019/12/04
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| Maximum Principle for Forward-Backward Control System Driven by Itô-Lévy Processes under Initial-Terminal Constraints 期刊论文
Mathematical Problems in Engineering, 2017, 卷号: 2017
作者: Liu, Meijuan; Wang, Xiangrong; Huang, Hong
收藏 | 浏览/下载：10/0 | 提交时间：2019/12/11 |
| Time Regularity of Generalized Ornstein-Uhlenbeck Processes with L,vy Noises in Hilbert Spaces 其他
2016-01-01
Liu, Yong; Zhai, Jianliang
收藏 | 浏览/下载：5/0 | 提交时间：2017/12/03
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| Lyapunov exponents of stochastic differential equations driven by Lévy processes (EI收录SCI收录) 期刊论文
Dynamical Systems, 2016, 卷号: 31, 页码: 136-150
作者: Qiao, Huijie[1]; Duan, Jinqiao[2]
收藏 | 浏览/下载：6/0 | 提交时间：2019/04/24
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| Stochastic linear-quadratic optimal control problems with delay and Lévy processes 期刊论文
Chinese Control Conference, CCC, 2016, 卷号: 2016-August, 页码: 1758-1763
作者: Li N.; Wu Z.
收藏 | 浏览/下载：2/0 | 提交时间：2019/12/16
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| Stochastic Linear-Quadratic Optimal Control Problems with Delay and Lvy Processes 会议论文
第35届中国控制会议
作者: Na Li; Zhen Wu
收藏 | 浏览/下载：8/0 | 提交时间：2019/12/31
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| Stochastic linear-quadratic optimal control problems with delay and Lévy processes 会议论文
35th Chinese Control Conference, CCC 2016, July 27, 2016 - July 29, 2016
作者: Li, Na; Wu, Zhen
收藏 | 浏览/下载：3/0 | 提交时间：2019/12/31 |
