Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Xiuwei Yin"'
Publikováno v:
IEEE Access, Vol 9, Pp 68176-68184 (2021)
This paper is concerned with the stochastic stabilization problem for nonlinear systems by $G$ -Brownian motion with feedback control based on discrete-time state observations with a time delay. By constructing an auxiliary system, which is a continu
Externí odkaz:
https://doaj.org/article/dd7a30b698ba4426a952d64fd9eaca96
Autor:
Guangjun Shen, Xiuwei Yin
Publikováno v:
Abstract and Applied Analysis, Vol 2014 (2014)
We consider a fractional bridge defined as dXt=-α(Xt/(T-t))dt+dBtH, 0≤t1/2 and parameter α>0 is unknown. We are interested in the problem of estimating the unknown parameter α>0. Assume that the process is observed at discrete time ti=iΔn, i=0,
Externí odkaz:
https://doaj.org/article/b71ab0f5a93547de949c469564336265
Publikováno v:
Journal of Partial Differential Equations. 35:344-359
Publikováno v:
Journal of Theoretical Probability. 35:2940-2959
The well-posedness of stochastic Navier–Stokes equations with various noises is a hot topic in the area of stochastic partial differential equations. Recently, the consideration of stochastic Navier–Stokes equations involving fractional Laplacian
Autor:
Xiuwei Yin
Publikováno v:
Indian Journal of Pure and Applied Mathematics.
Publikováno v:
Stochastic Analysis and Applications. 40:978-995
We consider the existence and Holder continuity conditions for the self-intersection local time of Rosenblatt process. Moreover, we study the cases of intersection local time and collision local ti...
Publikováno v:
Stochastics. 94:537-558
Publikováno v:
International Journal of Systems Science. 52:2338-2357
The stability of nonlinear stochastic differential equations driven by time-changed Levy process with impulsive effects is discussed in this paper. Some sufficient conditions are provided to guaran...
Publikováno v:
Discrete & Continuous Dynamical Systems - B. 26:755-774
The stabilization of stochastic differential equations driven by Brownian motion (G-Brownian motion) with discrete-time feedback controls under Lipschitz conditions has been discussed by several authors. In this paper, we first give the sufficient co