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Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 卷号: 57, 期号: 1, 页码: 547-576
作者:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao
收藏  |  浏览/下载:137/0  |  提交时间:2021/04/26
Averaging principle  McKean-Vlasov stochastic differential equations  Slow-fast  Poisson equation  Strong convergence order  
Schauder theorems for a class of (pseudo-)differential operators on finite- and infinite-dimensional state spaces 期刊论文
JOURNAL OF THE LONDON MATHEMATICAL SOCIETY-SECOND SERIES, 2021, 页码: 49
作者:  Lunardi, Alessandra;  Rockner, Michael
收藏  |  浏览/下载:135/0  |  提交时间:2021/04/26
OPTIMAL CONTROL OF NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ON HILBERT SPACES 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2020, 卷号: 58, 期号: 4, 页码: 2383-2410
作者:  Barbu, Viorel;  Rockner, Michael;  Zhang, Deng
收藏  |  浏览/下载:135/0  |  提交时间:2020/11/18
stochastic differential equations  optimal control  Kolmogorov operators