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Dissipation enhancement by transport noise for stochastic p-Laplace equations 期刊论文
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 2023, 卷号: 30, 期号: 1, 页码: 24
作者:  Dong, Zhao;  Luo, Dejun;  Tang, Bin
收藏  |  浏览/下载：94/0  |  提交时间：2023/02/07
p-Laplace operator  Transport noise  Dissipation enhancement  Semigroup approach  
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
作者:  Flandoli, Franco;  Luo, Dejun;  Ricci, Cristiano
收藏  |  浏览/下载：74/0  |  提交时间：2023/02/07
High dimensional Kolmogorov equation  Numerical solution  Iteration scheme  Gaussian process  
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载：56/0  |  提交时间：2023/02/07
Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
Stochastic Lag Time Parameterization for Markov State Models of Protein Dynamics 期刊论文
JOURNAL OF PHYSICAL CHEMISTRY B, 2022, 页码: 11
作者:  Gong, Shiqi;  He, Xinheng;  Meng, Qi;  Ma, Zhiming;  Shao, Bin;  Wang, Tong;  Liu, Tie-Yan
收藏  |  浏览/下载：64/0  |  提交时间：2023/02/07
Regularization by transport noises for 3D MHD equations 期刊论文
SCIENCE CHINA-MATHEMATICS, 2022, 页码: 20
作者:  Luo, Dejun
收藏  |  浏览/下载：56/0  |  提交时间：2023/02/07
magnetohydrodynamical equation  vorticity  well-posedness  regularization by noises  transport noise  
Stationary distributions and ergodicity of reflection-type Markov chains 期刊论文
STATISTICS & PROBABILITY LETTERS, 2022, 卷号: 189, 页码: 8
作者:  Liu, Yujie;  Niu, Minwen;  Yao, Dacheng;  Zhang, Hanqin
收藏  |  浏览/下载：50/0  |  提交时间：2023/02/07
Markov chain  Ergodicity  Stationary distribution  Feller chain  Small set  
Large N Limit of the O(N) Linear Sigma Model in 3D 期刊论文
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2022, 页码: 57
作者:  Shen, Hao;  Zhu, Rongchan;  Zhu, Xiangchan
收藏  |  浏览/下载：106/0  |  提交时间：2023/02/07
Structure-Aware Prototypical Neural Process for Few-Shot Graph Classification 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2022, 页码: 15
作者:  Lin, Xixun;  Li, Zhao;  Zhang, Peng;  Liu, Luchen;  Zhou, Chuan;  Wang, Bin;  Tian, Zhihong
收藏  |  浏览/下载：106/0  |  提交时间：2023/02/07
Task analysis  Kernel  Training  Decoding  Stochastic processes  Predictive models  Computational modeling  Few-shot learning  graph classification  graph neural networks (GNNs)  neural process (NP)  

Optimal pricing and inventory control strategy for a continuous-review system with product return

 期刊论文
OPERATIONS RESEARCH LETTERS, 2022, 卷号: 50, 期号: 3, 页码: 295-302
作者:  Cao, Ping;  Yao, Dacheng
收藏  |  浏览/下载：109/0  |  提交时间：2022/06/21
Inventory  Pricing  Product return  Point process demand  (s, S, p) policy  
New Laplacian comparison theorem and its applications to diffusion processes on Riemannian manifolds 期刊论文
BULLETIN OF THE LONDON MATHEMATICAL SOCIETY, 2022, 页码: 24
作者:  Kuwae, Kazuhiro;  Li, Xiang-Dong
收藏  |  浏览/下载：136/0  |  提交时间：2022/04/29