×
验证码:
换一张
Forgotten Password?
Stay signed in
China Science and Technology Network Pass Registration
×
China Science and Technology Network Pass Registration
Log In
Chinese
|
English
中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
Log In
Register
ALL
ORCID
Title
Creator
Date Issued
Subject Area
Keyword
Document Type
Source Publication
Date Accessioned
Indexed By
Publisher
Funding Project
MOST Discipline Catalogue
Study Hall
Image search
Paste the image URL
Home
Collections
Authors
DocType
Subjects
K-Map
News
Search in the results
Collection
Institute ... [3]
Institute ... [2]
Institue o... [2]
Authors
Luo Dejun [3]
Hong Jiali... [2]
Li Hongbo [1]
Cheng DaiZ... [1]
Document Type
Journal a... [11]
Date Issued
2023 [1]
2022 [1]
2021 [4]
2020 [1]
2019 [1]
2018 [1]
More...
Language
英语 [11]
Source Publication
JOURNAL OF... [2]
SIAM JOURN... [2]
ACTA MATHE... [1]
APPLIED MA... [1]
JOURNAL OF... [1]
POTENTIAL ... [1]
More...
Funding Project
National N... [3]
National N... [3]
National N... [3]
National K... [2]
National N... [2]
National N... [2]
More...
Indexed By
SCI [7]
Funding Organization
×
Knowledge Map
CSpace
Start a Submission
Submissions
Unclaimed
Claimed
Attach Fulltext
Bookmarks
QQ
Weibo
Feedback
Browse/Search Results:
1-10 of 11
Help
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
Title Ascending
Title Descending
Journal Impact Factor Ascending
Journal Impact Factor Descending
WOS Cited Times Ascending
WOS Cited Times Descending
Issue Date Ascending
Issue Date Descending
Submit date Ascending
Submit date Descending
Author Ascending
Author Descending
Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation br
期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2023, 卷号: 436, 页码: 17
Authors:
Flandoli, Franco
;
Luo, Dejun
;
Ricci, Cristiano
Favorite
  |  
View/Download:29/0
  |  
Submit date:2023/02/07
High dimensional Kolmogorov equation
Numerical solution
Iteration scheme
Gaussian process
Linearization of nonlinear Fokker-Planck equations and applications
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
Authors:
Ren, Panpan
;
Roeckner, Michael
;
Wang, Feng-Yu
Favorite
  |  
View/Download:28/0
  |  
Submit date:2023/02/07
Nonlinear Fokker-Planck equation
McKean-Vlasov stochastic differential equation
Diffusion process
Ergodicity
Feynman-Kac formula
On the Relation Between the Girsanov Transform and the Kolmogorov Equations for SPDEs
期刊论文
POTENTIAL ANALYSIS, 2021, 页码: 28
Authors:
Flandoli, Franco
;
Luo, Dejun
;
Ricci, Cristiano
Favorite
  |  
View/Download:95/0
  |  
Submit date:2021/10/26
Girsanov transform
Kolmogorov equation
Iteration scheme
Series expansion
Well posedness
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
Authors:
Cui, Jianbo
;
Hong, Jialin
;
Sun, Liying
Favorite
  |  
View/Download:87/0
  |  
Submit date:2021/10/26
Weak convergence
Invariant measure
Kolmogorov equation
Malliavin calculus
Markov Jump Processes in Estimating Sharing of Identity by Descent
期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2021, 卷号: 37, 期号: 1, 页码: 183-191
Authors:
Chen, Xian
;
Guo, Wei
;
Ni, Xu-min
Favorite
  |  
View/Download:131/0
  |  
Submit date:2021/04/26
IBD sharing
structured coalescent theory
Markov jump process
Kolmogorov backward equation
A numerical approach to Kolmogorov equation in high dimension based on Gaussian analysis
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2021, 卷号: 493, 期号: 1, 页码: 29
Authors:
Flandoli, Franco
;
Luo, Dejun
;
Ricci, Cristiano
Favorite
  |  
View/Download:147/0
  |  
Submit date:2021/01/14
Kolmogorov equation
Numerical solution
Iteration schema
Gaussian process
OPTIMAL CONTROL OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ON HILBERT SPACES
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2020, 卷号: 58, 期号: 4, 页码: 2383-2410
Authors:
Barbu, Viorel
;
Rockner, Michael
;
Zhang, Deng
Favorite
  |  
View/Download:106/0
  |  
Submit date:2020/11/18
stochastic differential equations
optimal control
Kolmogorov operators
STRONG AND WEAK CONVERGENCE RATES OF A SPATIAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATION WITH ONE-SIDED LIPSCHITZ COEFFICIENT
期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2019, 卷号: 57, 期号: 4, 页码: 1815-1841
Authors:
Cui, Jianbo
;
Hong, Jialin
Favorite
  |  
View/Download:134/0
  |  
Submit date:2020/01/10
one-sided Lipschitz coefficient
stochastic Allen-Cahn equation
finite element method
strong and weak convergence rate
Kolmogorov equation
Malliavin calculus
ANALYSIS OF A SPLITTING SCHEME FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION WITH MULTIPLICATIVE NOISE
期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2045-2069
Authors:
Cui, Jianbo
;
Hong, Jialin
Favorite
  |  
View/Download:114/0
  |  
Submit date:2018/10/07
damped stochastic nonlinear Schrodinger equation
exponential integrability
strong order
weak order
Kolmogorov equation
Single and multi-solitary wave solutions to a class of nonlinear evolution equations
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2008, 卷号: 343, 期号: 1, 页码: 273-298
Authors:
Wang, Deng-Shan
;
Li, Hongbo
Favorite
  |  
View/Download:66/0
  |  
Submit date:2018/07/30
travelling wave solution
multi-solitary wave
factorization technique
Bessel functions
Hirota's bilinear method
Painleve analysis
Riccati equation
elliptic equation