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科研机构
中南大学 [12]
山东大学 [1]
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期刊论文 [13]
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2017 [1]
2015 [1]
2014 [4]
2013 [1]
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Two-time-scale stochastic partial differential equations driven by $\alpha $-stable noises: Averaging principles
期刊论文
Bernoulli, 2017, 卷号: 23, 期号: 1, 页码: 645-669
作者:
Bao, Jianhai*
;
Yin, George
;
Yuan, Chenggui
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/12/03
$\alpha $-stable process
averaging principle
invariant measure
stochastic partial differential equation
strong convergence
Large deviations for neutral functional SDEs with jumps
期刊论文
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2015, 卷号: 87, 期号: 1, 页码: 48-70
作者:
Bao, Jianhai
;
Yuan, Chenggui*
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2019/12/03
Poisson random measure
highly nonlinear growth
neutral functional stochastic differential equation
uniform large deviation principle
Ergodicity for functional stochastic differential equations and applications
期刊论文
Nonlinear Analysis, Theory, Methods and Applications, 2014, 卷号: 98, 页码: 66-82
作者:
Bao, Jianhai
;
Yin, George*
;
Yuan, Chenggui
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/12/03
60H10
60H15
60H30
Functional stochastic differential equation
Ergodicity
Invariant measure
Stochastic approximation
Stochastic optimization
Exponential ergodicity for retarded stochastic differential equations
期刊论文
Applicable Analysis, 2014, 卷号: 93, 期号: 11, 页码: 2330-2349
作者:
Bao, Jianhai
;
Yin, George*
;
Yuan, Chenggui
;
Wang, Le Yi
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/03
unform metric
exponential ergodicity
invariant measure
Skorohod metric
retarded stochastic differential equation
60H30
60J25
60H15
39B82
Numerical approximation of stationary distributions for stochastic partial differential equations
期刊论文
Journal of Applied Probability, 2014, 卷号: 51, 期号: 3, 页码: 858-873
作者:
Bao, Jianhai*
;
Yuan, Chenggui
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/03
Stochastic partial differential equation
mild solution
stationary distribution
exponential integrator scheme
numerical approximation
Numerical analysis for neutral SPDEs driven by alpha-stable processes
期刊论文
Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2014, 卷号: 17, 期号: 4
作者:
Bao, Jianhai*
;
Yuan, Chenggui
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/03
Neutral stochastic partial differential equation
alpha-stable process
exponential integrator scheme
strong convergence
Long-term behavior of stochastic interest rate models with jumps and memory
期刊论文
Insurance: Mathematics and Economics, 2013, 卷号: 53, 期号: 1, 页码: 266-272
作者:
Bao, Jianhai
;
Yuan, Chenggui*
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/03
60H10
60H30
Interest rate
Cox–Ingersoll–Ross model
Jump
Memory
One-factor model
Two-factor model
Long-term return
Almost sure asymptotic stability of stochastic partial differential equations with jumps
期刊论文
SIAM Journal on Control and Optimization, 2011, 卷号: 49, 期号: 2, 页码: 771-787
作者:
Bao, Jianhai*
;
Truman, Aubrey
;
Yuan, Chenggui
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/03
Almost sure asymptotic stability
Jump processes
Khasminskii-type theorem
Stochastic partial differential equations
STABILITY IN DISTRIBUTION OF MILD SOLUTIONS TO STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
期刊论文
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2010, 卷号: 138, 期号: 6, 页码: 2169-2180
作者:
Bao, Jianhai*
;
Hou, Zhenting
;
Yuan, Chenggui
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/03
Stochastic partial differential equation
mild solution
stability in distribution
Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps
期刊论文
Journal of Mathematical Analysis and Applications, 2010, 卷号: 366, 期号: 1, 页码: 44-54
作者:
Hou, Zhenting
;
Bao, Jianhai*
;
Yuan, Chenggui
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/03
Stochastic partial differential equation
Energy solution
Exponential stability
Almost sure exponential stability
Jumps
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