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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
Galerkin approximation
Global well-posedness
Maximum principle
Stochastic 2D Burgers equations
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
41A58
65C20
91G60
closed-form approximation
closed-form expansion
GARCH
Heston
Stochastic volatility
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
Bounded proximal error bound
Convergence rate
Stochastic approximation
Stochastic variational inequality
Subgradient extragradient algorithm
Variance reduction
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
Adaptation models
Adaptive startegy
Adaptive systems
Approximation algorithms
approximation alogrithm
collaborate game model
Companies
Games
nonsubmodularity
online social networks (OSNs)
Optimization
Social networking (online)
stochastic optimization
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
Adaptive strategy
approximation algorithm
collaborated game model
online social networks (OSNs)
stochastic optimization
submodularity
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
linear convergence rate
modified backward-forward algorithm
stochastic approximation
stochastic natural gas trading market
Stochastic variational inequality
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
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  |  
浏览/下载:13/0
  |  
提交时间:2022/05/16
Decision making process
Deterministic models
Evolutionary game theory
Moran process
Pairwise approximation
Stochastic models
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
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  |  
浏览/下载:10/0
  |  
提交时间:2022/08/29
Backward stochastic differential equations
Discrete time approximation
Hamilton-Jacobi-Bellman equation
Nonlinear degenerate PDE
Optimal control
Sample
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
Burgers-KPZ type nonlinear equations in infinite dimensions
Characterization theorem
Fréchet differentiation
Galerkin approximation
Girsanov transformation
infinite-dimensional semi-linear stochastic differential equations
path-independence
stochastic heat equation
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
Convergent lattice approximation
Covariant random fields
Random fields of infinitely divisible type
Stochastic quaternionic Cauchy-Riemann equation