Zobrazeno 1 - 10
of 70
pro vyhledávání: '"Huaizhong Zhao"'
Autor:
Huaizhong Zhao, Aubrey Truman
The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area
Publikováno v:
Journal of Differential Equations, 2023, Vol.359, pp.67-106 [Peer Reviewed Journal]
Periodic measures are the time-periodic counterpart to invariant measures for dynamical systems and can be used to characterise the long-term periodic behaviour of stochastic systems. This paper gives sufficient conditions for the existence, uniquene
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0ea6fbcdd3ecc743dea9476ad03a8252
https://doi.org/10.1016/j.jde.2023.02.022
https://doi.org/10.1016/j.jde.2023.02.022
Autor:
Chenglin Ma, Huaizhong Zhao
Publikováno v:
IEEE Transactions on Automatic Control, 2023 [Peer Reviewed Journal]
In this paper, a stochastic optimal control problem is considered for a continuous-time Markov chain taking values in a denumerable state space over a fixed finite horizon. The optimality criterion is the probability that the process remains in a tar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dbd7be974d2478b3536fb18c06d9c0a8
https://doi.org/10.1109/tac.2023.3278789
https://doi.org/10.1109/tac.2023.3278789
Publikováno v:
Communications in Nonlinear Science and Numerical Simulation, 2023, Vol.120, pp.107166 [Peer Reviewed Journal]
In this article, we establish the probability foundation of the periodic measure approach in analysing periodicity of a dataset. It is based on recent work of random periodic processes. While random periodic paths provide a pathwise model for time se
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe64f5a3f67a35b3f21d02b6a25ae9b6
http://dro.dur.ac.uk/38009/1/38009.pdf
http://dro.dur.ac.uk/38009/1/38009.pdf
Publikováno v:
Journal of Differential Equations, 2021, Vol.302, pp.854-894 [Peer Reviewed Journal]
In this paper we study the regularity of the solutions for backward stochastic differential equations (BSDEs) with finite state Markov chains and establish its link with associated partial differential equations (PDEs) in classical sense. Moreover, w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::93ee424096744cdf43678124f06848c3
https://doi.org/10.1016/j.jde.2021.09.012
https://doi.org/10.1016/j.jde.2021.09.012
Autor:
Qi Zhang, Huaizhong Zhao
Publikováno v:
Journal of Differential Equations, 2022, Vol.331, pp.1-49 [Peer Reviewed Journal]
In this paper, we first study the connection between mass-conserving SPDEs on a bounded domain and backward doubly stochastic differential equations, which is a new extension of nonlinear Feynman-Kac formula to mass-conserving SPDEs. Then the infinit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7562c72189264edc8bf8d80ab096a503
http://dro.dur.ac.uk/36043/1/36043.pdf
http://dro.dur.ac.uk/36043/1/36043.pdf
Autor:
Huaizhong Zhao, Chunrong Feng
Publikováno v:
Journal of Differential Equations, 2020, Vol.269(9), pp.7382-7428 [Peer Reviewed Journal]
Ergodicity of random dynamical systems with a periodic measure is obtained on a Polish space. In the Markovian case, the idea of Poincar\'e sections is introduced. It is proved that if the periodic measure is PS-ergodic, then it is ergodic. Moreover,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f9e10e4515d4c3ebe617b5c6eccb9aa5
https://doi.org/10.1016/j.jde.2020.05.034
https://doi.org/10.1016/j.jde.2020.05.034
In this paper, we consider numerical approximation to periodic measure of a time periodic stochastic differential equations (SDEs) under weakly dissipative condition. For this we first study the existence of the periodic measure ρ t and the large ti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::707fb8e8df3fd24513b3e850e4c32556
Publikováno v:
Journal of Differential Equations. 264:959-1018
In this paper, we study the existence, uniqueness and the probabilistic representation of the weak solutions of quasi-linear parabolic and elliptic partial differential equations (PDEs) in the Sobolev space H ρ 1 ( R d ) . For this, we study first t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7eee09cc496074244d3d6a571ceade7
https://doi.org/10.1016/j.jde.2017.09.030
https://doi.org/10.1016/j.jde.2017.09.030
Publikováno v:
Journal of Differential Equations, 2021, Vol.286, pp.119-163 [Peer Reviewed Journal]
In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and quasi-periodic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::41cdfd9fec0b99d8a907ee3c3c29b22b
http://arxiv.org/abs/1908.10015
http://arxiv.org/abs/1908.10015