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ON LAURENT BIORTHOGONAL POLYNOMIALS AND PAINLEVE-TYPE EQUATIONS 期刊论文
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2022, 页码: 13
作者:  Yue, Xiao-Lu;  Chang, Xiang-Ke;  Hu, Xing-Biao;  Liu, Ya-Jie
收藏  |  浏览/下载：78/0  |  提交时间：2023/02/07
   Laurent biorthogonal polynomials  three-term recurrence relation  structure relation  compatibility condition  Painlev? equations  
STOCHASTIC DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS: MARKOV PROPERTY, INVARIANT MEASURE AND NUMERICAL APPROXIMATION 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2022, 页码: 43
作者:  Chen, Chuchu;  Hong, Jialin;  Lu, Yulan
收藏  |  浏览/下载：100/0  |  提交时间：2023/02/07
   Invariant measure  Markov chain  weak convergence  backward Euler method  stochastic differential equations with piecewise continuous arguments  
A FOURTH-ORDER UNFITTED CHARACTERISTIC FINITE ELEMENT METHOD FOR SOLVING THE ADVECTION-DIFFUSION EQUATION ON TIME-VARYING DOMAINS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2022, 卷号: 60, 期号: 4, 页码: 2203-2224
作者:  Ma, Chuwen;  Zhang, Qinghai;  Zheng, Weiying
收藏  |  浏览/下载：88/0  |  提交时间：2023/02/07
   unfitted characteristic finite element methods  time-varying domains  moving boundary problems  the advection-diffusion equation  fourth-order error estimates  
PERIODIC PERTURBATIONS OF A COMPOSITE WAVE OF TWO VISCOUS SHOCKS FOR 1-D FULL COMPRESSIBLE NAVIER-STOKES EQUATIONS 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2022, 卷号: 54, 期号: 3, 页码: 2876-2905
作者:  Yuan, Qian;  Yuan, Yuan
收藏  |  浏览/下载：68/0  |  提交时间：2023/02/07
   compressible Navier--Stokes equations  viscous shock waves  composite waves  periodic perturbations  
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty 期刊论文
JOURNAL OF EMPIRICAL FINANCE, 2021, 卷号: 62, 页码: 179-201
作者:  Qiu, Yue;  Wang, Zongrun;  Xie, Tian;  Zhang, Xinyu
收藏  |  浏览/下载：133/0  |  提交时间：2021/10/26
HARQ  Model averaging  &  nbsp  Bitcoin  Realized volatility