随机环境下随机（泛函）微分方程的收敛和稳定性研究

11771327
2017
A0210.随机分析与随机过程
邵井海
面上项目
教授
天津大学
48万元
稳定性;耦合方法;随机时滞微分方程;马氏切换;遍历性
2018-01-01到2021-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
查看更多信息请先登录或注册
查看更多信息请先登录或注册
查看更多信息请先登录或注册
重置
序号 标题 类型 作者
1 Large deviations for invariant measures of stochastic differential equations with jumps 期刊论文 Ma Xiaocui;Xi Fubao
2 带跳的平均场随机微分方程的中偏差 期刊论文 马小翠;席福宝
3 Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching 期刊论文 Hou Tongtong;Shao Jinghai
4 带马氏切换扩散过程的指数遍历速率 期刊论文 王玲娣;任盼盼
5 Stability of regime-switching jump diffusion processes 期刊论文 Ji Huijie;Shao Jinghai;Xi Fubao
6 Asymptotic behavior of SIRS models in state-dependent random environments 期刊论文 Bao Jianhai;Shao Jinghai
7 Continuous Dependence for Stochastic Functional Differential Equations with State-Dependent Regime-Switching on Initial Values 期刊论文 Shao Jing Hai;Zhao Kun
8 Optimal singular control problem in infinite horizon for stochastic processes with regime-switching 期刊论文 Qian Feng;Jinghai Shao
9 Invariant measures and Euler-Maruyama's approximation of state-dependent regime-switching diffusions 期刊论文 Jinghai Shao
10 The existence of geodesics in Wasserstein spaces over path groups and loop groups 期刊论文 Shao Jinghai
11 Optimal Markovian Coupling and Exponential Convergence Rate for the TCP Process 期刊论文 Bao Jian Hai;Shao Jing Hai
12 Moderate deviations for neutral functional stochastic differential equations driven by Levy noises 期刊论文 Ma Xiaocui;Xi Fubao;Liu Dezhi
13 Long-time behavior of Levy-driven Ornstein-Uhlenbeck processes with regime switching 期刊论文 Liao Zhongwei;Shao Jinghai
14 Stability of regime-switching processes under perturbation of transition rate matrices 期刊论文 Shao Jinghai;Yuan Chenggui
15 STABILIZATION OF REGIME-SWITCHING PROCESSES BY FEEDBACK CONTROL BASED ON DISCRETE TIME OBSERVATIONS II: STATE-DEPENDENT CASE 期刊论文 Shao Jinghai;Xi Fubao
16 Stationary distribution of stochastic population dynamics in state-dependent random environments 期刊论文 Ji Huijie;Xi Fubao
17 Optimal stopping problem for jump-diffusion processes with regime-switching 期刊论文 Jinghai Shao;Taoran Tian
18 Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching 期刊论文 Shao Jinghai;Wei Dong
查看更多信息请先登录或注册

相关项目

趋势报告

经验分享