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厦门大学 [3]
西安交通大学 [3]
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清华大学 [1]
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期刊论文 [15]
学位论文 [2]
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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
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2023/02/07
Option pricing
Discrete barrier options
Jump-diffusion model
Stochastic volatility
Stochastic intensity
A piezoelectric sensing neuron and resonance synchronization between auditory neurons under stimulus
期刊论文
Chaos, Solitons and Fractals, 2021, 卷号: 145
作者:
Zhou, Ping
;
Yao, Zhao
;
Ma, Jun
;
Zhu, Zhigang
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2021/04/12
Acoustic noise
Additive noise
Audition
Encoding (symbols)
Neurons
Piezoelectric ceramics
Piezoelectricity
Stochastic systems
Vibrations (mechanical)
Auxiliary device
Hearing impairments
Intermediate noise intensity
Mechanical force
Nonlinear circuit
Sensitive sensors
Stochastic forcing
Synchronization stability
Can China's Energy Intensity Constraint Policy Promote Total Factor Energy Efficiency? Evidence from the Industrial Sector
期刊论文
ENERGY JOURNAL, 2019, 卷号: 40, 期号: 4, 页码: 101-127
作者:
Shao, Shuai
;
Yang, Zhenbing
;
Yang, Lill
;
Ma, Shuang
收藏
  |  
浏览/下载:39/0
  |  
提交时间:2019/08/22
Energy intensity constraint policy
Total factor energy efficiency
Industrial sector
Stochastic frontier analysis
Difference-in-differences model
China
Dynamical stochastic resonance for nonuniform illumination image enhancement
期刊论文
IET Image Processing, 2018, 卷号: 12, 期号: 12, 页码: 2147-2152
作者:
Zhang, Yongbin
;
Liu, Hongjun
;
Huang, Nan
;
Wang, Zhaolu
收藏
  |  
浏览/下载:47/0
  |  
提交时间:2018/12/18
Image Enhancement
Image Fusion
Stochastic Processes
Iterative Methods
Differential Equations
Brightness
Dynamical Stochastic Resonance
Nonuniform Illumination Image Enhancement
Dark Tones
Low-contrast Image Enhancement
Nonlinear Iteration
Monostable Langevin Equation
Iteration Parameters
Intensity Distribution
Visibility Balance
Naturalness Balance
Illumination Compensation Component
Computational Time
No-reference Perceptual Quality Assessment
Lightness Order Error
Low-computational Complexity
Efficient Simulation of Clustering Jumps with CIR Intensity
期刊论文
OPERATIONS RESEARCH, 2017, 卷号: 65, 期号: 6, 页码: 1494-1515
作者:
Dassios, Angelos
;
Zhao, Hongbiao
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  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
contagion risk
jump clustering
stochastic intensity model
self-exciting point process
self-exciting point process with CIR intensity
Hawkes process
CIR process
square-root process
exact simulation
Monte Carlo simulation
portfolio risk
Estimation of Critical Conditions for Noise-Induced Bifurcation in Nonautonomous Nonlinear Systems by Stochastic Sensitivity Function
期刊论文
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 2016, 卷号: 26, 期号: [db:dc_citation_issue]
作者:
Sun, Yahui
;
Hong, Ling
;
Jiang, Jun
;
Li, Zigang
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/02
stroboscopic map
confidence ellipse
noise-induced bifurcation
critical noise intensity
Stochastic sensitivity analysis
Projecting streamflow in the Tangwang River basin (China) using a rainfall generator and two hydrological models
期刊论文
climate research, 2015
Liu, Wenbin
;
Zhang, Aijing
;
Wang, Lei
;
Fu, Guobin
;
Chen, Deliang
;
Liu, Changming
;
Cai, Tijiu
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2015/11/15
Multisite stochastic rainfall generator
Statistical downscaling
CMIP5
Soil and Water Assessment Tool
SWAT
Hydro-Informatic Modeling System
HIMS
Climate change
Tangwang River
CLIMATE-CHANGE IMPACTS
STATISTICAL DOWNSCALING MODELS
DAILY PRECIPITATION
NORTHEAST CHINA
VARIABILITY
RUNOFF
FREQUENCY
INTENSITY
TRENDS
PLAIN
Projecting streamflow in the Tangwang River basin (China) using a rainfall generator and two hydrological models
SCI/SSCI论文
2015
作者:
Liu W. B.
;
Zhang, A. J.
;
Wang, L.
;
Fu, G. B.
;
Chen, D. L.
收藏
  |  
浏览/下载:25/0
  |  
提交时间:2015/12/09
Multisite stochastic rainfall generator
Statistical downscaling
CMIP5
Soil and Water Assessment Tool
SWAT
Hydro-Informatic Modeling System
HIMS
Climate change
Tangwang River
climate-change impacts
statistical downscaling models
daily
precipitation
northeast china
variability
runoff
frequency
intensity
trends
plain
Continuous-time multi-agent averaging with relative-state-dependent measurement noises: matrix intensity functions
期刊论文
IET CONTROL THEORY AND APPLICATIONS, 2015, 卷号: 9, 页码: 374-380
作者:
Li, Tao[1]
;
Wu, Fuke[2]
;
Zhang, Ji-Feng[3]
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/04/26
stochastic processes
differential equations
matrix algebra
graph theory
convergence
continuous time systems
measurement errors
multi-agent systems
continuous-time multiagent averaging
relative-state-dependent measurement noises
matrix intensity functions
distributed averaging
nonlinear matrix function
convergence rate
steady-state error
algebraic graph theory
stochastic differential equations
Relationship between the benchmark interest rate and a macroeconomic indicator
期刊论文
ECONOMIC MODELLING, 2014, 卷号: 38, 期号: [db:dc_citation_issue], 页码: 220-226
作者:
Duan, Qihong
;
Wei, Ying
;
Chen, Zhiping
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/03
Macroeconomic indicator
Stochastic intensity
Poisson process
Benchmark interest rate
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