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Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions
期刊论文
Journal of Evolution Equations,2024, 卷号: 24, 期号: 2
作者:
Shen, Guangjun
;
Zhou, Huan
;
Wu, Jiang Lun
收藏
  |  
浏览/下载:18/0
  |  
提交时间:2024/06/27
Distribution-dependent stochastic differential equations
Fractional Brownian motion
Large deviations principle
Weak convergence approach
EFFICIENT AND EFFECTIVE CALIBRATION OF NUMERICAL MODEL OUTPUTS USING HIERARCHICAL DYNAMIC MODELS
期刊论文
Annals of Applied Statistics,2024, 卷号: 18, 期号: 2, 页码: 1064-1089
作者:
Chen, Yewen
;
Chang, Xiaohui
;
Zhang, Bohai
;
Huang, Hui
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2024/09/04
Calibration
hierarchical dynamic models
numerical model outputs
space-partitioning-based ensemble Kalman smoother
stochastic integro-differential equations
variational Bayes
On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions
期刊论文
Applied Mathematics and Optimization,2023, 卷号: 88, 期号: 2
作者:
Shen, Guangjun
;
Zhang, Tingting
;
Song, Jie
;
Wu, Jianglun
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2023/12/20
Averaging principle
Distribution dependent stochastic differential equations
Stability
Time-changed Brownian motions
A Strong Averaging Principle Rate for Two-Time-Scale Coupled Forward–Backward Stochastic Differential Equations Driven by Fractional Brownian Motion
期刊论文
Applied Mathematics and Optimization,2023, 卷号: 88, 期号: 2
作者:
Xu, Jie
;
Lian, Qiqi
;
Wu, Jianglun
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2023/12/20
Convergence rate
Fast–slow forward–backward stochastic differential equations
Fractional Brownian motion
Stochastic averaging principle
Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
期刊论文
Applied Mathematics Letters,2023, 卷号: 141
作者:
Shen, Guangjun
;
Xiang, Jie
;
Wu, Jianglun
收藏
  |  
浏览/下载:44/0
  |  
提交时间:2023/05/30
Multi-valued McKean–Vlasov stochastic differential equations
Stochastic averaging principle
Applications of the Delay Stochastic Simulation Algorithm (DSSA) in Mathematical Epidemiology
期刊论文
Mathematics,2022, 卷号: 10, 期号: 20
作者:
Bai, Fan
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  |  
浏览/下载:18/0
  |  
提交时间:2022/11/14
branching process
delay differential equations
delay stochastic simulation algorithm
Markov chain
numerical methods
probability of a minor epidemic outbreak
stochastic epidemic models with delays
Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
期刊论文
Acta Applicandae Mathematicae,2022, 卷号: 180, 期号: 1
作者:
Shen, Guangjun
;
Wu, Jianglun
;
Xiao, Ruidong
;
Zhan, Weijun
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2023/05/30
Almost sure exponential stability
Fractional derivative of Riemann-Liouville type
Lévy noise
Moment exponential stability
Stochastic fractional differential equations with non-Lipschitz coefficients
Stochastic stability
The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation
期刊论文
Analysis and Applications,2022, 卷号: 20, 期号: 4, 页码: 777-789
作者:
Yin, Xiuwei
;
Shen, Guangjun
;
Wu, Jianglun
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  |  
浏览/下载:10/0
  |  
提交时间:2023/05/30
exponential stability
Quasilinear stochastic partial differential equations
stabilization
Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: Averaging principle
期刊论文
Journal of Mathematical Analysis and Applications,2022, 卷号: 510, 期号: 2
作者:
Han, Min
;
Xu, Yong
;
Pei, Bin
;
Wu, Jianglun
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2023/05/30
Averaging principle
Multiplicative fractional Brownian noise
Stochastic differential delay equations
Two-time-scale
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
期刊论文
Journal of Differential Equations,2022, 卷号: 321, 页码: 381-414
作者:
Shen, Guangjun
;
Xiang, Jie
;
Wu, Jianglun
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2023/05/30
Distribution dependent stochastic differential equations
Fractional Brownian motion
Stochastic averaging principle