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数学与系统科学研究院 [7]
山东大学 [6]
北京大学 [1]
武汉大学 [1]
武汉理工大学 [1]
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期刊论文 [15]
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Linearization of nonlinear Fokker-Planck equations and applications
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 322, 页码: 1-37
作者:
Ren, Panpan
;
Roeckner, Michael
;
Wang, Feng-Yu
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2023/02/07
Nonlinear Fokker-Planck equation
McKean-Vlasov stochastic differential equation
Diffusion process
Ergodicity
Feynman-Kac formula
The invariance principle for nonlinear Fokker-Planck equations
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2022, 卷号: 315, 页码: 200-221
作者:
Barbu, Viorel
;
Rockner, Michael
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  |  
浏览/下载:7/0
  |  
提交时间:2022/04/02
Fokker-Planck equation
McKean-Vlasov equations
Generalized solution
Nonlinear semigroup
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs (vol 9, pg 702, 2020)
期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2021, 页码: 6
作者:
Barbu, Viorel
;
Rockner, Michael
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  |  
浏览/下载:4/0
  |  
提交时间:2022/04/02
Fokker-Planck equation
Mild solution
Distributional solution
Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations
期刊论文
JOURNAL OF FUNCTIONAL ANALYSIS, 2021, 卷号: 280, 期号: 7, 页码: 35
作者:
Barbu, Viorel
;
Roeckner, Michael
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  |  
浏览/下载:68/0
  |  
提交时间:2021/04/26
Fokker-Planck equation
m-accretive
Measure as initial data
McKean-Vlasov stochastic differential equation
Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2021, 卷号: 57, 期号: 1, 页码: 547-576
作者:
Rockner, Michael
;
Sun, Xiaobin
;
Xie, Yingchao
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  |  
浏览/下载:33/0
  |  
提交时间:2021/04/26
Averaging principle
McKean-Vlasov stochastic differential equations
Slow-fast
Poisson equation
Strong convergence order
On the Law of Large Numbers for the Empirical Measure Process of Generalized Dyson Brownian Motion
期刊论文
JOURNAL OF STATISTICAL PHYSICS, 2020, 页码: 29
作者:
Li, Songzi
;
Li, Xiang-Dong
;
Xie, Yong-Xiao
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  |  
浏览/下载:15/0
  |  
提交时间:2021/01/14
Generalized Dyson Brownian motion
McKean-Vlasov equation
Gradient flow
Optimal transportation
Voiculescu free entropy
Law of Large Numbers
Propagation of chaos
Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
期刊论文
STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020, 页码: 12
作者:
Barbu, Viorel
;
Roeckner, Michael
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  |  
浏览/下载:3/0
  |  
提交时间:2021/01/14
Fokker-Planck equation
Mild solution
Distributional solution
BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS. ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS
期刊论文
数学物理学报(英文版), 2017, 卷号: 37, 期号: 5, 页码: 1497-1518
作者:
Hao, Tao
;
Li, Juan
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  |  
浏览/下载:12/0
  |  
提交时间:2019/12/11
McKean-Vlasov SDE
BSDE coupled with the lower and the upper value functions
dynamic programming principle
mean-field BSDE
viscosity solution
coupled nonlocal HJB-Isaacs equation
Isaacs\' condition
Maximum likelihood estimation of McKean-Vlasov stochastic differential equation and its application
期刊论文
Applied Mathematics and Computation, 2016, 卷号: 274, 页码: 237-246
作者:
Wen, Jianghui*
;
Wang, Xiangjun
;
Mao, Shuhua
;
Xiao, Xinping
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  |  
浏览/下载:8/0
  |  
提交时间:2019/12/04
McKean–Vlasov stochastic differential equation
Maximum likelihood estimation
Ion diffusion
Numerical simulation
Mean-field SDEs with jumps and nonlocal integral-PDEs
期刊论文
NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS, 2016, 卷号: 23, 期号: 2
作者:
Hao, Tao
;
Li, Juan
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  |  
浏览/下载:6/0
  |  
提交时间:2019/12/16
Mean-field stochastic differential equation with jump
McKean Vlasov
equation
Value function
Integral-PDE
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