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Zero-viscosity limit of the incompressible Navier-Stokes equations with sharp vorticity gradient 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 268, 期号: 10, 页码: 5855-5891
Authors:  Liao, Jiajiang;  Sueur, Franck;  Zhang, Ping
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Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
Authors:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
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Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus  
Drift-preserving numerical integrators for stochastic Hamiltonian systems 期刊论文
Authors:  Chen, Chuchu;  Cohen, David;  D'Ambrosio, Raffaele;  Lang, Annika
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Stochastic differential equations  Stochastic Hamiltonian systems  Energy  Trace formula  Numerical schemes  Strong convergence  Weak convergence  Multilevel Monte Carlo  
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 268, 期号: 6, 页码: 2910-2948
Authors:  Liu, Wei;  Roeckner, Michael;  Sun, Xiaobin;  Xie, Yingchao
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Averaging principle  Local Lipschitz  Time-dependent  Strong convergence  Stochastic differential equations  
A composite nonparametric product limit approach for estimating the distribution of survival times under length-biased and right-censored data 期刊论文
STATISTICS AND ITS INTERFACE, 2020, 卷号: 13, 期号: 2, 页码: 221-235
Authors:  Fan, Shuqin;  Zhao, Wei;  Wan, Alan T. K.;  Zhou, Yong
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Biased data  Composite nonparametric estimator  Almost sure representation  Right-censored  Strong consistency  Product-limit estimator  
Strong convergence rates of semidiscrete splitting approximations for the stochastic Allen-Cahn equation 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2019, 卷号: 39, 期号: 4, 页码: 2096-2134
Authors:  Brehier, Charles-Edouard;  Cui, Jianbo;  Hong, Jialin
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stochastic Allen-Cahn equation  splitting scheme  strong convergence rate  exponential integrability  
Refined basic couplings and Wasserstein-type distances for SDEs with Levy noises 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 卷号: 129, 期号: 9, 页码: 3129-3173
Authors:  Luo, Dejun;  Wang, Jian
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Refined basic coupling  Levy jump process  Wasserstein-type distance  Strong ergodicity  
FIR system identification with set-valued and precise observations from multiple sensors 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2019, 卷号: 62, 期号: 5, 页码: 16
Authors:  Zhang, Hang;  Wang, Ting;  Zhao, Yanlong
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system identification  FIR system  set-valued  precise  fusion estimation  quasi-convex combination estimator  
Strong convergence rate of splitting schemes for stochastic nonlinear Schrodinger equations 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 266, 期号: 9, 页码: 5625-5663
Authors:  Cui, Jianbo;  Hong, Jialin;  Liu, Zhihui;  Zhou, Weien
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Stochastic nonlinear Schrodinger equation  Strong convergence rate  Exponential integrability  Splitting scheme  Non-monotone coefficients  
Some algorithms for classes of split feasibility problems involving paramonotone equilibria and convex optimization 期刊论文
Journal of Inequalities and Applications, 2019, 卷号: 2019, 期号: 1
Authors:  Dong,Q. L.;  Li,X. H.;  Kitkuan,D.;  Cho,Y. J.;  Kumam,P.
Favorite  |  View/Download:11/0  |  Submit date:2019/04/02
Split feasibility problem  Equilibria  Constrained convex optimization  Practical model  47H05  47H07  47H10  54H25