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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：110/0  |  提交时间：2022/04/02
Modified Surface Quasi-Geostrophic equation  Transport noise  White noise solution  Scaling limit  Weak convergence  
Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 卷号: 134, 页码: 55-93
作者:  Cui, Jianbo;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载：125/0  |  提交时间：2021/10/26
Weak convergence  Invariant measure  Kolmogorov equation  Malliavin calculus  
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
作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
收藏  |  浏览/下载：155/0  |  提交时间：2020/06/30
Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus  
Normal approximation by Stein's method under sublinear expectations 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2838-2850
作者:  Song, Yongsheng
收藏  |  浏览/下载：170/0  |  提交时间：2020/06/30
Stein's method  Normal approximation  Sublinear expectation  G-normal distribution  
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：198/0  |  提交时间：2020/01/10
Refined basic coupling  Levy jump process  Wasserstein-type distance  Strong ergodicity  
An adaptive simulated annealing algorithm 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2001, 卷号: 94, 期号: 1, 页码: 95-103
作者:  Gong, GL;  Liu, Y;  Qian, MP
收藏  |  浏览/下载：102/0  |  提交时间：2018/07/30
simulated annealing  adaptive algorithm  recognition of handwriting Chinese characters  estimate of spectral gap  
On a weighted embedding for generalized pontograms 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2000, 卷号: 88, 期号: 2, 页码: 213-224
作者:  Zhang, HQ
收藏  |  浏览/下载：93/0  |  提交时间：2018/07/30
pontograms  Poisson bridges  Brownian bridges  strong approximations  weighted embedding  renewal processes  
CONVERGENCE AND ROBUSTNESS OF THE ROBBINS-MONRO ALGORITHM TRUNCATED AT RANDOMLY VARYING BOUNDS 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1988, 卷号: 27, 期号: 2, 页码: 217-231
作者:  CHEN, HF;  GUO, L;  GAO, A
收藏  |  浏览/下载：56/0  |  提交时间：2018/07/30