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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
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
收藏  |  浏览/下载:26/0  |  提交时间:2020/05/24
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
收藏  |  浏览/下载:9/0  |  提交时间:2019/12/11
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
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
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
收藏  |  浏览/下载:5/0  |  提交时间:2019/02/25
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
收藏  |  浏览/下载:5/0  |  提交时间:2017/12/03
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
收藏  |  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
收藏  |  浏览/下载:5/0  |  提交时间:2017/12/03
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
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/31
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
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/02


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