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A probability approximation framework: Markov process approach Journal article
Chen, Peng, Shao, Qi Man, Xu, Lihu. A probability approximation framework: Markov process approach[J]. Annals of Applied Probability, 2023, 33(2), 1619-1659.
Authors:  Chen, Peng;  Shao, Qi Man;  Xu, Lihu
Favorite | TC[WOS]:1 TC[Scopus]:0  IF:1.4/1.9 | Submit date：2023/05/02
Euler–maruyama (Em) Discretization  Itô’s Formula  Markov Process  Normal Approximation  Online Stochastic Gradient Descent  Probability Approximation  Stable Process  Stochastic Differential Equation  Wasserstein-1 Distance  
Mean square exponential stability of stochastic Hopfield neural networks with mixed delays Journal article
Xiaofei Li, Deng Ding. Mean square exponential stability of stochastic Hopfield neural networks with mixed delays[J]. Statistics and Probability Letters, 2017, 126, 88-96.
Authors:  Xiaofei Li;  Deng Ding
Favorite | TC[WOS]:19 TC[Scopus]:19  IF:0.9/0.8 | Submit date：2018/10/30
Mean Square Exponential Stability  Stochastic Hopfield Neural Network  Itô’s Formula  Delay  
The martingale approach for credit-risky exchange option pricing Journal article
Deng DING. The martingale approach for credit-risky exchange option pricing[J]. Applied Mathematical Sciences, 2008, 3(3), 129-140.
Authors:  Deng DING
Favorite |  | Submit date：2019/02/13
Continuous Martingale Representation Theorem  Exchange Option  Girsanov's Theorem  Itô's Formula