CSpace

浏览/检索结果: 共31条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
Unweighted estimation based on optimal sample under measurement constraints 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2022, 页码: 19
作者:  Wang, Jing;  Wang, HaiYing;  Xiong, Shifeng
收藏  |  浏览/下载:84/0  |  提交时间:2023/02/07
Generalized linear models  massive data  martingale central limit theorem  
Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
作者:  Fei Chen;  Fei Weiyin;  Zhang Fanhong;  Yang Xiaoguang
收藏  |  浏览/下载:111/0  |  提交时间:2022/04/02
Equity incentive  inflation risk  Ito formula  principal-agent problem  the martingale representation theorem  
Convergence of a Distributed Least Squares 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 10, 页码: 4952-4959
作者:  Xie, Siyu;  Zhang, Yaqi;  Guo, Lei
收藏  |  浏览/下载:103/0  |  提交时间:2022/04/02
Convergence  Estimation  Symmetric matrices  Stochastic processes  Task analysis  Complexity theory  Adaptive control  Convergence  cooperative excitation  diffusion strategies  distributed estimation  least squares (LS)  martingale theory  regret  
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
作者:  Beznea, Lucian;  Cimpean, Iulian;  Rockner, Michael
收藏  |  浏览/下载:117/0  |  提交时间: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  
Convergence rates of discrete-time stochastic approximation consensus algorithms: Graph-related limit bounds 期刊论文
SYSTEMS & CONTROL LETTERS, 2018, 卷号: 112, 页码: 9-17
作者:  Tang, Huaibin;  Li, Tao
收藏  |  浏览/下载:169/0  |  提交时间:2018/07/30
Consensus  Sensor network  Martingale difference sequence  Stochastic approximation  Convergence rate  
FUKUSHIMA TYPE DECOMPOSITION FOR SEMI-DIRICHLET FORMS 期刊论文
TOHOKU MATHEMATICAL JOURNAL, 2016, 卷号: 68, 期号: 1, 页码: 1-27
作者:  Ma, Zhi-Ming;  Sun, Wei;  Wang, Li-Fei
收藏  |  浏览/下载:191/0  |  提交时间:2018/07/30
Fukushima type decomposition  quasi-regular semi-Dirichlet forms  stochastic sets of interval type  transformation formula for martingale additive functionals  
Transformed linear quantile regression with censored survival data 期刊论文
STATISTICS AND ITS INTERFACE, 2016, 卷号: 9, 期号: 2, 页码: 131-139
作者:  Miao, Rui;  Sun, Liuquan;  Tian, Guo-Liang
收藏  |  浏览/下载:135/0  |  提交时间:2018/07/30
Censored survival data  Box-Cox transformation  Martingale  Quantile regression  Resampling  
G-expectation weighted Sobolev spaces, backward SDE and path dependent PDE 期刊论文
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 2015, 卷号: 67, 期号: 4, 页码: 1725-1757
作者:  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:150/0  |  提交时间:2018/07/30
backward SDEs  partial differential equations  path dependent PDEs  G-expectation  G-martingale  Sobolev space  G-Sobolev space  
Properties of hitting times for G-martingales and their applications 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 卷号: 121, 期号: 8, 页码: 1770-1784
作者:  Song, Yongsheng
收藏  |  浏览/下载:118/0  |  提交时间:2018/07/30
G-martingale  Stopping time  Stopped process  
On the weak L (p) -Hodge decomposition and Beurling-Ahlfors transforms on complete Riemannian manifolds 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2011, 卷号: 150, 期号: 1-2, 页码: 111-144
作者:  Li, Xiang-Dong
收藏  |  浏览/下载:122/0  |  提交时间:2018/07/30
Beurling-Ahlfors transforms  Hodge decomposition  Martingale representation formula  Weitzenbck curvature