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On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity
期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 卷号: 63, 期号: 8, 页码: 1463-1504
作者:
Chen, Lifeng
;
Dong, Zhao
;
Jiang, Jifa
;
Zhai, Jianliang
收藏
  |  
浏览/下载:38/0
  |  
提交时间:2020/09/23
stationary measure
Lyapunov function
limit measure
support
Birkhoff center
stochastic evolution system
Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes
期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2019, 卷号: 35, 期号: 4, 页码: 708-721
作者:
Dong, Zhao
;
Song, Yu-lin
;
Xie, Ying-chao
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  |  
浏览/下载:26/0
  |  
提交时间:2020/05/24
Levy processes
integration by parts formula
derivative formula
coupling property
The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 4, 页码: 997-1018
作者:
Wang Wencan
;
Wu Jinbiao
;
Liu Zaiming
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  |  
浏览/下载:9/0
  |  
提交时间:2019/12/11
Forward-backward doubly stochastic differential equations
Ito-Levy
processes
linear quadratic problem
maximum principle
variational
equation
Exact Simulation for a Class of Tempered Stable and Related Distributions
期刊论文
ACM TRANSACTIONS ON MODELING AND COMPUTER SIMULATION, 2018, 卷号: 28, 期号: 3
作者:
Dassios, Angelos
;
Qu, Yan
;
Zhao, Hongbiao
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Monte carlo simulation
exact simulation
backward recursive scheme
stable distribution
tempered stable distribution
exponentially tilted stable distribution
Levy process
Levy subordinator
leptokurtosis
POISSON S-2-ALMOST AUTOMORPHY FOR STOCHASTIC PROCESSES AND ITS APPLICATIONS TO SPDES DRIVEN BY LEVY NOISE
期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2018, 卷号: Vol.23 No.8, 页码: 3309-3345
作者:
Li, Xueqin
;
Tang, Chao
;
Huang, Tianmin
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  |  
浏览/下载:5/0
  |  
提交时间:2019/02/25
Poisson S-2-almost automorphy
local asymptotic stability
stochastic evolution equations
Levy process
Occupation times of Levy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications
其他
2017-01-01
Zhou, Jiang
;
Wu, Lan
;
Bai, Yang
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  |  
浏览/下载:5/0
  |  
提交时间:2017/12/03
Ornstein-Uhlenbeck process
Occupation times
Exit problem
DIFFUSION-PROCESSES
STEP OPTIONS
EXIT TIMES
Maximum Principle for Forward-Backward Control System Driven by Ito-Levy Processes under Initial-Terminal Constraints
期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017, 页码: 1-13
作者:
Liu, Meijuan
;
Wang, Xiangrong
;
Huang, Hong
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浏览/下载:3/0
  |  
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
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  |  
浏览/下载:5/0
  |  
提交时间:2017/12/03
Generalized Ornstein-Uhlenbeck processes with Levy noises
Cadlag modification
alpha-stable process
alpha-semistable process
INFINITE DIMENSIONS
CONTINUITY
LQ Stochastic Optimal Control of Forward-Backward Stochastic Control System Driven by Levy Process
会议论文
IEEE Advanced Information Management, Communicates, Electronic and Automation Control Conference (IMCEC), OCT 03-05, 2016
作者:
Huang, Hong
;
Wang, Xiangrong
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/31
FBSDE
Levy processes
Teugels martingale
LQ stochastic control
Riccai
equation
The existence and asymptotic behaviour of energy solutions to stochastic age-dependent population equations driven by Levy processes
期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2015, 卷号: 256, 期号: [db:dc_citation_issue], 页码: 656-665
作者:
Ma, Weijun
;
Ding, Baocang
;
Zhang, Qimin
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  |  
浏览/下载:5/0
  |  
提交时间:2019/12/02
Energy solutions
Existence and uniqueness
Exponential stability
Stochastic population equations
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