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Accurate AM-FM signal demodulation and separation using nonparametric regularization method 期刊论文
SIGNAL PROCESSING, 2021, 卷号: 186, 页码: 12
Authors:  Hu, Xiyuan;  Peng, Silong;  Guo, Baokui;  Xu, Pengcheng
Favorite  |  View/Download:26/0  |  Submit date:2021/10/26
Nonparametric regularization method  AM-FM signal  Null space pursuit (NSP)  Differential equation  Signal demodulation and separation  
Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations 期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2021, 卷号: 280, 期号: 7, 页码: 35
Authors:  Barbu, Viorel;  Roeckner, Michael
Favorite  |  View/Download:27/0  |  Submit date:2021/04/26
Fokker-Planck equation  m-accretive  Measure as initial data  McKean-Vlasov stochastic differential equation  
Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544
Authors:  Wang, Bing-Chang;  Huang, Jianhui;  Zhang, Ji-Feng
Favorite  |  View/Download:29/0  |  Submit date:2021/06/01
Mathematical model  Games  Robustness  Uncertainty  Optimal control  Stochastic processes  Differential equations  Forward-backward stochastic differential equation (FBSDE)  linear quadratic optimal control  mean field control  model uncertainty  social functional variation  
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
Authors:  Rockner, Michael;  Sun, Xiaobin;  Xie, Yingchao
Favorite  |  View/Download:31/0  |  Submit date:2021/04/26
Averaging principle  McKean-Vlasov stochastic differential equations  Slow-fast  Poisson equation  Strong convergence order  
KALMAN-BUCY FILTERING AND MINIMUM MEAN SQUARE ESTIMATOR UNDER UNCERTAINTY 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 4, 页码: 2669-2692
Authors:  Ji, Shaolin;  Kong, Chuiliu;  Sun, Chuanfeng;  Zhang, Ji-Feng
Favorite  |  View/Download:7/0  |  Submit date:2022/04/02
Kalman-Bucy filtering  minimum mean square estimator  drift uncertainty  convex operator  minimax theorem  backward stochastic differential equation  
SHARP REGULARITY ESTIMATES FOR SOLUTIONS OF THE CONTINUITY EQUATION DRIFTED BY SOBOLEV VECTOR FIELDS 期刊论文
ANALYSIS & PDE, 2021, 卷号: 14, 期号: 8, 页码: 2539-2559
Authors:  Brue, Elia;  Quoc-Hung Nguyen
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ordinary differential equations with nonsmooth vector fields  continuity equation  transport equation  regular Lagrangian flow  BV function  log-Sobolev space  Bressan's mixing conjecture  
A natural extension of Markov processes and applications to singular SDEs 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 卷号: 56, 期号: 4, 页码: 2480-2506
Authors:  Beznea, Lucian;  Cimpean, Iulian;  Rockner, Michael
Favorite  |  View/Download:20/0  |  Submit date:2021/01/14
Stochastic differential equation on Hilbert spaces  Stochastic PDE  Martingale problem  Not allowed starting point  Girsanov transform  Nonregular drift  Dirichlet form  Right process  Fine topology  
Descent of Ordinary Differential Equations with Rational General Solutions 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 10
Authors:  Feng, Shuang;  Feng, Ruyong
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Algebraic ordinary differential equation  differential descent  rational general solution  
Towards mesoscopic ergodic theory 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 24
Authors:  Qi, Weiwei;  Shen, Zhongwei;  Wang, Shirou;  Yi, Yingfei
Favorite  |  View/Download:30/0  |  Submit date:2020/09/23
ergodic theory  stochastic differential equation  Fokker-Planck equation  stationary measure  physical measure  mesoscopic limit  
Oscillatory behavior of second-order nonlinear neutral differential equations 期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2020, 卷号: 2020, 期号: 1, 页码: 8
Authors:  Liu, Jun;  Liu, Xi;  Yu, Yuanhong
Favorite  |  View/Download:32/0  |  Submit date:2020/09/23
Oscillation  Neutral differential equation  Riccati transformation