CSpace

Browse/Search Results:  1-10 of 20 Help

Selected(0)Clear Items/Page:    Sort:
Multiobjective optimization with least constraint violation: optimality conditions and exact penalization 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2022, 页码: 24
Authors:  Chen, Jiawei;  Dai, Yu-Hong
Favorite  |  View/Download:28/0  |  Submit date:2022/06/21
Multiobjective optimization with least constraint violation  Optimality conditions  Exact penalization  Calmness  Infeasibility condition  
Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
Authors:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
Favorite  |  View/Download:68/0  |  Submit date:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Stochastic mSQG equations with multiplicative transport noises: White noise solutions and scaling limit 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 140, 页码: 236-286
Authors:  Luo, Dejun;  Zhu, Rongchan
Favorite  |  View/Download:40/0  |  Submit date:2022/04/02
Modified Surface Quasi-Geostrophic equation  Transport noise  White noise solution  Scaling limit  Weak convergence  
Towards mesoscopic ergodic theory 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 24
Authors:  Qi, Weiwei;  Shen, Zhongwei;  Wang, Shirou;  Yi, Yingfei
Favorite  |  View/Download:62/0  |  Submit date:2020/09/23
ergodic theory  stochastic differential equation  Fokker-Planck equation  stationary measure  physical measure  mesoscopic limit  
On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 卷号: 63, 期号: 8, 页码: 1463-1504
Authors:  Chen, Lifeng;  Dong, Zhao;  Jiang, Jifa;  Zhai, Jianliang
Favorite  |  View/Download:102/0  |  Submit date:2020/09/23
stationary measure  Lyapunov function  limit measure  support  Birkhoff center  stochastic evolution system  
A criterion on a repeller being a null set of any limit measure for stochastic differential equations 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 18
Authors:  Chen, Lifeng;  Dong, Zhao;  Jiang, Jifa
Favorite  |  View/Download:110/0  |  Submit date:2020/05/24
stationary measure  limit measure  support  Lyapunov function  repelling limit cycle  repelling quasi-periodic orbits  
Quantitative concentration of stationary measures 期刊论文
PHYSICA D-NONLINEAR PHENOMENA, 2019, 卷号: 399, 页码: 73-85
Authors:  Ji, Min;  Shen, Zhongwei;  Yi, Yingfei
Favorite  |  View/Download:93/0  |  Submit date:2020/01/10
Fokker-Planck equation  Stationary measure  Qualitative concentration  Stochastic stability  Lyapunov function  
Decomposition formula and stationary measures for stochastic Lotka-Volterra system with applications to turbulent convection 期刊论文
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2019, 卷号: 125, 页码: 43-93
Authors:  Chen, Lifeng;  Dong, Zhao;  Jiang, Jifa;  Niu, Lei;  Zhai, Jianliang
Favorite  |  View/Download:143/0  |  Submit date:2020/01/10
Stochastic Lotka-Volterra system  Stationary measure  Ergodicity  Support  Stochastically cyclical oscillation  Turbulence  
ON NUMBER RIGIDITY FOR PFAFFIAN POINT PROCESSES 期刊论文
MOSCOW MATHEMATICAL JOURNAL, 2019, 卷号: 19, 期号: 2, 页码: 217-274
Authors:  Bufetov, Alexander, I;  Nikitin, Pavel P.;  Qiu, Yanqi
Favorite  |  View/Download:76/0  |  Submit date:2020/01/10
Pfaffian point process  stationary point process  number rigidity  
Concentration and limit behaviors of stationary measures 期刊论文
PHYSICA D-NONLINEAR PHENOMENA, 2018, 卷号: 369, 页码: 1-17
Authors:  Huang, Wen;  Ji, Min;  Liu, Zhenxin;  Yi, Yingfei
Favorite  |  View/Download:88/0  |  Submit date:2018/07/30
Fokker-Planck equation  Stationary measure  Limit measure  Concentration  Stochastic stability  White noise perturbation