Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Zheng, Jiayu"'
We apply a Lindeberg principle under the Markov process setting to approximate the Wright-Fisher model with neutral $r$-alleles using a diffusion process, deriving an error rate based on a function class distance involving fourth-order bounded differ
Externí odkaz:
http://arxiv.org/abs/2407.09102
In recent years, the end-to-end (E2E) scheme based on deep learning (DL) has been proposed as a potential scheme to jointly optimize the encoder and the decoder parameters of the optical communication system. Compared with conventional deep neural ne
Externí odkaz:
http://arxiv.org/abs/2304.11509
In this paper, long time and high order moment asymptotics for super-Brownian motions (sBm's) are studied. By using a moment formula for sBm's (e.g. Theorem 3.1, Hu et al. Ann. Appl. Probab. 2023+), precise upper and lower bounds for all positive int
Externí odkaz:
http://arxiv.org/abs/2303.12994
The mean-field stochastic partial differential equation (SPDE) corresponding to a mean-field super-Brownian motion (sBm) is obtained and studied. In this mean-field sBm, the branching-particle lifetime is allowed to depend upon the probability distri
Externí odkaz:
http://arxiv.org/abs/2111.11233
In this paper, the strong existence and uniqueness for a degenerate finite system of quantile-dependent McKean-Vlasov stochastic differential equations are obtained under a weak H\"{o}rmander condition. The approach relies on the apriori bounds for t
Externí odkaz:
http://arxiv.org/abs/2101.04080
The Kramers-Kronig (KK) receiver provides an efficient method to reconstruct the complex-valued optical field by means of intensity detection given a minimum-phase signal. In this paper, we analytically show that for detecting coherent states through
Externí odkaz:
http://arxiv.org/abs/2005.09082
Drone equipped with cameras can dynamically track the target in the air from a broader view compared with static cameras or moving sensors over the ground. However, it is still challenging to accurately track the target using a single drone due to se
Externí odkaz:
http://arxiv.org/abs/2003.06994
In this paper, we study the mean-variance portfolio selection problem under partial information with drift uncertainty. First we show that the market model is complete even in this case while the information is not complete and the drift is uncertain
Externí odkaz:
http://arxiv.org/abs/1901.03030
In this paper, we first give the existence and uniqueness theorems for generalized mean-filed delay stochastic differential equations (GMFDSDEs) and mean-field anticipated backward stochastic differential equations (MFABSDEs). Then we study the stoch
Externí odkaz:
http://arxiv.org/abs/1708.03622
Autor:
Zheng, Jiayu, Xiong, Jie
Based on the weak existence and weak uniqueness, we study the pathwise uniqueness of the solutions for a class of one-dimensional stochastic differential equations driven by pure jump processes. By using Tanaka's formula and the local time technique,
Externí odkaz:
http://arxiv.org/abs/1703.09951