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Global well-posedness of 2D stochastic Burgers equations with multiplicative noise 期刊论文
Statistics and Probability Letters,2022, 卷号: 182
作者:  Zhou, Guoli;  Wang, Lidan;  Wu, Jianglun
收藏  |  浏览/下载:17/0  |  提交时间:2023/05/30
Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility 期刊论文
Stochastics,2022, 卷号: 94, 期号: 5, 页码: 745-788
作者:  Das, Kaustav;  Langrené, Nicolas
收藏  |  浏览/下载:17/0  |  提交时间:2022/08/29
Variance-Based Subgradient Extragradient Method for Stochastic Variational Inequality Problems 期刊论文
Journal of Scientific Computing,2021, 卷号: 89, 期号: 1
作者:  Yang, Zhen-Ping;  Zhang, Jin;  Wang, Yuliang;  Lin, Gui-Hua
收藏  |  浏览/下载:19/0  |  提交时间:2021/10/19
A k-Hop Collaborate Game Model: Extended to Community Budgets and Adaptive Nonsubmodularity 期刊论文
IEEE Transactions on Systems, Man, and Cybernetics: Systems,2021
作者:  Guo, Jianxiong;  Wu, Weili
收藏  |  浏览/下载:14/0  |  提交时间:2022/02/23
A k-Hop Collaborate Game Model: Adaptive Strategy to Maximize Total Revenue 期刊论文
IEEE Transactions on Computational Social Systems,2020, 卷号: 7, 期号: 4, 页码: 1058-1068
作者:  Guo, Jianxiong;  Wu, Weili
收藏  |  浏览/下载:9/0  |  提交时间:2022/05/26
Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications 期刊论文
Asia-Pacific Journal of Operational Research,2020, 卷号: 37, 期号: 3
作者:  Yang, Zhen-Ping;  Wang, Yuliang;  Lin, Gui-Hua
收藏  |  浏览/下载:18/0  |  提交时间:2022/02/16
Modeling vaccination decision making process in a finite population 期刊论文
Mathematical Biosciences,2019, 卷号: 311, 页码: 82-90
作者:  Bai, Fan
收藏  |  浏览/下载:13/0  |  提交时间:2022/05/16
Discrete time approximation of fully nonlinear HJB equations via BSDES with nonpositive jumps 期刊论文
Annals of Applied Probability,2015, 卷号: 25, 期号: 4, 页码: 2301-2338
作者:  Kharroubi, Idris;  Langrené, Nicolas;  Pham, Huyên
收藏  |  浏览/下载:10/0  |  提交时间:2022/08/29
Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations 期刊论文
Frontiers of Mathematics in China,2014, 卷号: 9, 期号: 3, 页码: 601-622
作者:  Wang, Miao;  Wu, Jianglun
收藏  |  浏览/下载:12/0  |  提交时间:2023/05/30
On the Lattice Approximation for Certain Generalized Vector Markov Fields in Four Spacetime Dimensions 期刊论文
Acta Applicandae Mathematicae,1997, 卷号: 47, 期号: 1, 页码: 31-48
作者:  Albeverio, Sergio;  Wu, Jianglun
收藏  |  浏览/下载:8/0  |  提交时间:2023/05/30