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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
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
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
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
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
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
收藏  |  浏览/下载:18/0  |  提交时间:2022/11/14
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
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
收藏  |  浏览/下载:10/0  |  提交时间:2023/05/30
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 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