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Multiobjective optimization with least constraint violation: optimality conditions and exact penalization 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2022, 页码: 24
作者:  Chen, Jiawei;  Dai, Yu-Hong
收藏  |  浏览/下载：97/0  |  提交时间：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
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载：149/0  |  提交时间：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
作者:  Luo, Dejun;  Zhu, Rongchan
收藏  |  浏览/下载：107/0  |  提交时间：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
作者:  Qi, Weiwei;  Shen, Zhongwei;  Wang, Shirou;  Yi, Yingfei
收藏  |  浏览/下载：111/0  |  提交时间：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
作者:  Chen, Lifeng;  Dong, Zhao;  Jiang, Jifa;  Zhai, Jianliang
收藏  |  浏览/下载：161/0  |  提交时间：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
作者:  Chen, Lifeng;  Dong, Zhao;  Jiang, Jifa
收藏  |  浏览/下载：164/0  |  提交时间：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
作者:  Ji, Min;  Shen, Zhongwei;  Yi, Yingfei
收藏  |  浏览/下载：160/0  |  提交时间：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
作者:  Chen, Lifeng;  Dong, Zhao;  Jiang, Jifa;  Niu, Lei;  Zhai, Jianliang
收藏  |  浏览/下载：203/0  |  提交时间：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
作者:  Bufetov, Alexander, I;  Nikitin, Pavel P.;  Qiu, Yanqi
收藏  |  浏览/下载：128/0  |  提交时间：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
作者:  Huang, Wen;  Ji, Min;  Liu, Zhenxin;  Yi, Yingfei
收藏  |  浏览/下载：147/0  |  提交时间：2018/07/30
Fokker-Planck equation  Stationary measure  Limit measure  Concentration  Stochastic stability  White noise perturbation