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Stochastic heat equation with Ornstein–Uhlenbeck operator Journal article
Li,Xiang. Stochastic heat equation with Ornstein–Uhlenbeck operator[J]. Statistics and Probability Letters, 2023, 201, 109887.
Authors:  Li,Xiang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.9/0.8 | Submit date：2023/08/03
Feynman–kac Representations  Intermittency  Ornstein–uhlenbeck Operator  Stochastic Partial Differential Equation  
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  
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme Journal article
Lu, Jianya, Tan, Yuzhen, Xu, Lihu. Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme[J]. Bernoulli, 2022, 28(2), 937-964.
Authors:  Lu, Jianya;  Tan, Yuzhen;  Xu, Lihu
Favorite | TC[WOS]:6 TC[Scopus]:5  IF:1.5/1.6 | Submit date：2022/05/13
Central Limit Theorem  Euler-maruyama Scheme  Self-normalized Cramér-type Moderate Deviation  Stein’s Method  Stochastic Differential Equation  
Continuous Random Process Modeling of AGC Signals Based on Stochastic Differential Equations Journal article
Yiwei Qiu, Jin Lin, Feng Liu, Ningyi Dai, Yonghua Song. Continuous Random Process Modeling of AGC Signals Based on Stochastic Differential Equations[J]. IEEE Transactions on Power Systems, 2021, 36(5), 4575-4587.
Authors:  Yiwei Qiu;  Jin Lin;  Feng Liu;  Ningyi Dai;  Yonghua Song
Favorite | TC[WOS]:9 TC[Scopus]:17  IF:6.5/7.4 | Submit date：2021/12/08
Agc Signals  Automatic Generation Control (Agc)  Itô Process  Random Process  Stochastic Control  Stochastic Differential Equation (Sde)  Uncertainty Quantification  
Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations Journal article
Li, Xun, Sun, Jingrui, Xiong, Jie. Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations[J]. Applied Mathematics and Optimization, 2019, 80(1), 223-250.
Authors:  Li, Xun;  Sun, Jingrui;  Xiong, Jie
Favorite | TC[WOS]:55 TC[Scopus]:45  IF:1.6/1.8 | Submit date：2022/05/17
Decoupling  Linear Quadratic Optimal Control  Mean-field Backward Stochastic Differential Equation  Optimality System  Riccati Equation  
A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance Journal article
Xiong, Jie, Zhang, Shuaiqi, Zhuang, Yi. A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance[J]. Mathematical Control and Related Fields, 2019, 9(2), 257-276.
Authors:  Xiong, Jie;  Zhang, Shuaiqi;  Zhuang, Yi
Favorite | TC[WOS]:8 TC[Scopus]:9  IF:1.0/1.1 | Submit date：2022/05/17
Equilibrium Point  Forward-backward Stochastic Differential Equation  Maximum Principle  Stochastic Differential Game  Stochastic Filtering  
Optimal Control of AGC Systems Considering Non-Gaussian Wind Power Uncertainty Journal article
Chen,Xiaoshuang, Lin,Jin, Liu,Feng, Song,Yonghua. Optimal Control of AGC Systems Considering Non-Gaussian Wind Power Uncertainty[J]. IEEE Transactions on Power Systems, 2019, 34(4), 2730-2743.
Authors:  Chen,Xiaoshuang;  Lin,Jin;  Liu,Feng;  Song,Yonghua
Favorite | TC[WOS]:28 TC[Scopus]:38  IF:6.5/7.4 | Submit date：2021/03/09
Automatic Generation Control  Itô Theory  Non-gaussian Distribution  Stochastic Control  Stochastic Differential Equation  Wind Power Uncertainty  
Stochastic Assessment of AGC Systems Under Non-Gaussian Uncertainty Journal article
Chen, Xiaoshuang, Lin, Jin, Liu, Feng, Song, Yonghua. Stochastic Assessment of AGC Systems Under Non-Gaussian Uncertainty[J]. IEEE TRANSACTIONS ON POWER SYSTEMS, 2019, 34(1), 705-717.
Authors:  Chen, Xiaoshuang;  Lin, Jin;  Liu, Feng;  Song, Yonghua
Favorite | TC[WOS]:24 TC[Scopus]:33  IF:6.5/7.4 | Submit date：2019/01/17
Automatic Generation Control  Stochastic System  Stochastic Differential Equation  Partial Differential Equation  Series Expansion  Ito Theory  
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching Journal article
Zhang, Shuaiqi, Xiong, Jie, Liu, Xiangdong. Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching[J]. SCIENCE CHINA-INFORMATION SCIENCES, 2018, 61(7).
Authors:  Zhang, Shuaiqi;  Xiong, Jie;  Liu, Xiangdong
Favorite | TC[WOS]:16 TC[Scopus]:18  IF:7.3/5.8 | Submit date：2018/10/30
Partial Information  Markovian Regime-switching  Stochastic Maximum Principle  Forward-backward Stochastic Differential Equation (Fbsde)  
Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises Journal article
Xiong, Jie, Yang, Xu. Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises[J]. STATISTICS & PROBABILITY LETTERS, 2017, 129, 113-119.
Authors:  Xiong, Jie;  Yang, Xu
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:0.9/0.8 | Submit date：2018/10/30
Stochastic Partial Differential Equation  Existence  Uniqueness  Colored Noise