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山东大学 [360]

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	A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE 期刊论文 MATHEMATICAL CONTROL AND RELATED FIELDS, 2019, 卷号: 9, 期号: 2, 页码: 257-276 作者: Xiong, Jie; Zhang, Shuaiqi; Zhuang, Yi 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/12/11 Forward-backward stochastic differential equation stochastic differential game maximum principle equilibrium point stochastic filtering
	The stochastic maximum principle in singular optimal control with recursive utilities 期刊论文 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2019, 卷号: 471, 期号: 1-2, 页码: 378-391 作者: Ji, Shaolin; Xue, Xiaole 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/11 Backward stochastic differential equations Nonconvex control domain Singular control Stochastic maximum principle Stochastic recursive optimal control Variational equation
	H?LDER CONTINUITY FOR THE PARABOLIC ANDERSON MODEL WITH SPACE-TIME HOMOGENEOUS GAUSSIAN NOISE 期刊论文 Acta Mathematica Scientia, 2019, 期号: 03, 页码: 717-730 作者: Raluca M BALAN; Lluís QUER-SARDANYONS; Song J(宋健) 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/11 Gaussian noise stochastic partial differential equations Malliavin calculus
	Spectral perspective on stability and stabilisation of continuous-time mean-field stochastic systems 期刊论文 IET CONTROL THEORY AND APPLICATIONS, 2019, 卷号: 13, 期号: 8, 页码: 1137-1146 作者: Ma, Limin; Zhang, Weihai; Xia, Jianwei 收藏 \| 浏览/下载：130/0 \| 提交时间：2019/12/11 stochastic systems Lyapunov methods linear matrix inequalities differential equations stability stochastic processes interval stabilisation MF-SDEs mean-field stochastic differential equations unremovable spectrum operator spectrum technique sufficient condition necessary condition mean-field stochastic control systems interval stability mean square stabilisability continuous-time mean-field stochastic systems
	H_ Index for Linear Time-Varying Markov Jump Stochastic Systems and Its Application to Fault Detection 期刊论文 IEEE ACCESS, 2019, 卷号: 7, 页码: 23698-23712 作者: Zhang, Tianliang; Deng, Feiqi; Zhang, Weihai 收藏 \| 浏览/下载：10/0 \| 提交时间：2019/12/11 H_ index fault detection filter linear Markov jump stochastic systems generalized differential Riccati equations linear matrix inequalities
	Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations 期刊论文 STATISTICS & PROBABILITY LETTERS, 2019, 卷号: 145, 页码: 273-283 作者: Wu, Zhen; Xu, Ruimin 收藏 \| 浏览/下载：13/0 \| 提交时间：2019/12/11 Mean-field BSDEs McKean-Vlasov SDEs McKean-Vlasov PDEs Sobolev solution Stochastic flow
	An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game 期刊论文 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 1, 页码: 97-110 作者: Lin, Yaning; Jiang, Xiushan; Zhang, Weihai 收藏 \| 浏览/下载：17/0 \| 提交时间：2019/12/11 Mean-field forward-backward stochastic differential equation (MF-FBSDE) mean-field stochastic linear-quadratic (LQ) optimal control mean-field stochastic systems Riccati equations Stackelberg strategy
	The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes 期刊论文 Journal of Systems Science and Complexity, 2019 作者: Wang W.; Wu J.; Liu Z. 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/11 Forward-backward doubly stochastic differential equations Itô-Lévy processes linear quadratic problem maximum principle variational equation
	An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations 期刊论文 Numerical Algorithms, 2019 作者: Sun Y.; Zhao W. 收藏 \| 浏览/下载：8/0 \| 提交时间：2019/12/11 Error estimates Mean-field forward backward stochastic differential equation Monte Carlo method Stability analysis Weak-order 2.0 Taylor scheme
	Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations 期刊论文 JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1409-1432 作者: Yang, Jie; Zhao, Weidong; Zhou, Tao 收藏 \| 浏览/下载：4/0 \| 提交时间：2019/12/11 Deferred correction method Second-order forward backward stochastic differential equations Euler scheme High-order rate of convergence

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