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pro vyhledávání: '"Yang, Weiye"'
Autor:
Yang, Weiye
A backward stochastic differential equation (BSDE) is an SDE of the form $-dY_t = f(t,Y_t,Z_t)dt - Z_t^*dW_t;\ Y_T = \xi$. The subject of BSDEs has seen extensive attention since their introduction in the linear case by Bismut (1973) and in the gener
Externí odkaz:
http://arxiv.org/abs/2312.06690
Autor:
Ou, Quanhong, Jiang, Liqin, Dou, Youfeng, Yang, Weiye, Han, Mingcheng, Ni, Qinru, Tang, Junqi, Qian, Kai, Liu, Gang
Publikováno v:
In Spectrochimica Acta Part A: Molecular and Biomolecular Spectroscopy 5 March 2024 308
Akademický článek
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Autor:
Yang, Weiye
Stochastic analysis on fractals is, as one might expect, a subfield of analysis on fractals. An intuitive starting point is to observe that on many fractals, one can define diffusion processes whose law is in some sense invariant with respect to the
Externí odkaz:
https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.757847
Publikováno v:
In Spectrochimica Acta Part A: Molecular and Biomolecular Spectroscopy 5 April 2023 290
Autor:
Hambly, Ben, Yang, Weiye
We consider a general class of $L^2$-valued stochastic processes that arise primarily as solutions of parabolic SPDEs on p.c.f. fractals. Using a Kolmogorov-type continuity theorem, conditions are found under which these processes admit versions whic
Externí odkaz:
http://arxiv.org/abs/1709.00916
Autor:
Hambly, Ben, Yang, Weiye
The Sierpinski gasket is known to support an exotic stochastic process called the asymptotically one-dimensional diffusion. This process displays local anisotropy, as there is a preferred direction of motion which dominates at the microscale, but on
Externí odkaz:
http://arxiv.org/abs/1612.02342
Publikováno v:
In Spectrochimica Acta Part A: Molecular and Biomolecular Spectroscopy 15 December 2021 263
Autor:
Cheng, Mingming, Li, Weijun, Li, Chenyan, Wang, Qianjin, Tan, Qiuhong, Yang, Weiye, Liu, Yingkai
Publikováno v:
In Sensors and Actuators: B. Chemical 1 December 2021 348
Autor:
Hambly, Ben, Yang, Weiye
A p.c.f. fractal with a regular harmonic structure admits an associated Dirichlet form, which is itself associated with a Laplacian. This Laplacian enables us to give an analogue of the damped stochastic wave equation on the fractal. We show that a u
Externí odkaz:
http://arxiv.org/abs/1611.04874