分数布朗运动驱动带Markov切换的随机微分方程研究

11901058
2019
A0210.随机分析与随机过程
徐丽平
青年科学基金项目
副教授
长江大学
20万元
Girsanov变换;平均原理;不变性;存在唯一性;分数布朗运动
2020-01-01到2022-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Viability for Coupled SDEs Driven by Fractional Brownian Motion 期刊论文 Zhi Li;Liping Xu;Jie Zhou
2 Viability for mixed stochastic differential equations driven by fractional Brownian motion and its application 期刊论文 Zhi Li;Haiqing Qu;Liping Xu;Litan Yan
3 Global attracting set and exponential decay of coupled neutral SPDEs driven by fractional Brownian motion 期刊论文 Zhi Li;Liping Xu;Litan Yan
4 Exponential Stability in Mean Square of Neutral Stochastic Functional Differential Equations 期刊论文 Li Zhi;Xu Liping
5 Transportation inequalities for doubly perturbed stochastic differential equations with Markovian switching 期刊论文 Liping Xu;Zhi Li;Weiguo Liu;Jie Zhou
6 Viability for Mixed Stochastic Differential Equations Driven by Fractional Brownian Motion 期刊论文 Li Zhi;Xu Liping;He Xianping
7 Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations 期刊论文 Xueqi Wen;Zhi Li;Liping Xu
8 Exponential Stability in Mean Square of Stochastic Functional Differential Equations with Infinite Delay 期刊论文 Zhi Li;Liping Xu
9 Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion 期刊论文 Zhi Li;Liping Xu;Wen Ma
10 Almost automorphic solutions for stochastic differential equations driven by Lévy noise 期刊论文 Zhi Li;Liping Xu
11 Global attracting sets and exponential stability of stochastic partial functional differential equations 期刊论文 Zhi Li;Liping Xu;Liguang Xu
12 ℎ-stability for stochastic Volterra–Levin equations 期刊论文 Zhi Li;Qinyi Long;Liping Xu;Xueqi Wen
13 混合型随机微分方程的传输不等式 期刊论文 徐丽平;李治
14 Global attracting set, exponential stability and stability in distribution of SPDEs with jumps 期刊论文 Zhi Li;Liping Xu;Litan Yan
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