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Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载：129/0  |  提交时间：2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
A Novel Resilient Control Scheme for a Class of Markovian Jump Systems With Partially Unknown Information 期刊论文
IEEE TRANSACTIONS ON CYBERNETICS, 2021, 页码: 10
作者:  Zhang, Kun;  Su, Rong;  Zhang, Huaguang
收藏  |  浏览/下载：132/0  |  提交时间：2022/04/02
Games  Process control  Markov processes  Game theory  Actuators  System dynamics  Heuristic algorithms  Adaptive dynamic programming  integral reinforcement learning (IRL)  resilient control  zero-sum game  
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
作者:  Chen, Xian;  Guo, Wei;  Ni, Xu-min
收藏  |  浏览/下载：173/0  |  提交时间：2021/04/26
IBD sharing  structured coalescent theory  Markov jump process  Kolmogorov backward equation  
Regular Dirichlet extensions of one-dimensional Brownian motion 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2019, 卷号: 55, 期号: 4, 页码: 1815-1849
作者:  Li, Liping;  Ying, Jiangang
收藏  |  浏览/下载：158/0  |  提交时间：2020/05/24
Regular Dirichlet extensions  Regular Dirichlet subspaces  Trace Dirichlet forms  Diffusion processes  
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
作者:  Luo, Dejun;  Wang, Jian
收藏  |  浏览/下载：206/0  |  提交时间：2020/01/10
Refined basic coupling  Levy jump process  Wasserstein-type distance  Strong ergodicity  
COUPLING BY REFLECTION AND HOLDER REGULARITY FOR NON-LOCAL OPERATORS OF VARIABLE ORDER 期刊论文
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 2019, 卷号: 371, 期号: 1, 页码: 431-459
作者:  Luo, Dejun;  Wang, Jian
收藏  |  浏览/下载：203/0  |  提交时间：2019/03/05
Stable-like process  non-local operator  Holder continuity  coupling by reflection  jump process  
Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2016, 卷号: 69, 期号: 2, 页码: 651-672
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载：137/0  |  提交时间：2018/07/30
Multistep scheme  Jump-diffusion process  Forward backward stochastic differential equation with jumps  
A WELL-BALANCED SYMPLECTICITY-PRESERVING GAS-KINETIC SCHEME FOR HYDRODYNAMIC EQUATIONS UNDER GRAVITATIONAL FIELD 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2011, 卷号: 33, 期号: 5, 页码: 2356-2381
作者:  Luo, Jun;  Xu, Kun;  Liu, Na
收藏  |  浏览/下载：117/0  |  提交时间：2018/07/30
gas-kinetic scheme  hydrodynamic equations  gravitational potential  symplecticity preserving  well-balanced scheme  
Numerical solution of continuous-time mean-variance portfolio selection with nonlinear constraints 期刊论文
INTERNATIONAL JOURNAL OF CONTROL, 2010, 卷号: 83, 期号: 3, 页码: 642-650
作者:  Yan, Wei;  Li, Shurong
收藏  |  浏览/下载：101/0  |  提交时间：2018/07/30
mean-variance criterion  HJB equation  numerical method  Poisson process  
Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection 期刊论文
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 卷号: 40, 期号: 11, 页码: 1139-1148
作者:  Yan, Wei;  Li, Shurong
收藏  |  浏览/下载：132/0  |  提交时间：2018/07/30
four-factor model  multi-period semi-variance portfolio  exchange rate  futures  hybrid GA with PSO  economic systems  finance  partial differential equations  genetic algorithms