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Optimal Holder continuity and hitting probabilities for SPDEs with rough fractional noises 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2022, 卷号: 512, 期号: 1, 页码: 21
作者:  Hong, Jialin;  Liu, Zhihui;  Sheng, Derui
收藏  |  浏览/下载：3/0  |  提交时间：2023/02/07
Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2021, 卷号: 41, 期号: 2, 页码: 1608-1638
作者:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
收藏  |  浏览/下载：7/0  |  提交时间：2021/10/26
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
收藏  |  浏览/下载：45/0  |  提交时间：2020/06/30
Generation of non-Kolmogorov atmospheric turbulence phase screen using intrinsic embedding fractional Brownian motion method 期刊论文
Optik, 2020, 卷号: 207
作者:  Wang, Kaidi;  Su, Xiuqin;  Li, Zhe;  Wu, Shaobo;  Zhou, Wei
收藏  |  浏览/下载：20/0  |  提交时间：2020/03/12
Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2019, 卷号: 355, 页码: 282-298
作者:  Douissi, Soukaina;  Wen, Jiaqiang;  Shi, Yufeng
收藏  |  浏览/下载：1/0  |  提交时间：2019/12/11
Predicting remaining useful life based on a generalized degradation with fractional Brownian motion 期刊论文
MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2019, 卷号: 115, 页码: 736-752
作者:  Zhang, Hanwen;  Zhou, Donghua;  Chen, Maoyin;  Xi, Xiaopeng
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/11
FBM-Based Remaining Useful Life Prediction for Degradation Processes With Long-Range Dependence and Multiple Modes 期刊论文
IEEE TRANSACTIONS ON RELIABILITY, 2019, 卷号: 68, 期号: 3, 页码: 1021-1033
作者:  Zhang, Hanwen;  Zhou, Donghua;  Chen, Maoyin;  Shang, Jun
收藏  |  浏览/下载：5/0  |  提交时间：2019/12/11
Robust H-infinity filtering and control for a class of linear systems with fractional stochastic noise 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526
作者:  Lu, Shi;  Zhang, Weihai
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/11
Fine properties of fractional Brownian motions on Wiener space 期刊论文
Journal of Mathematical Analysis and Applications, 2019, 卷号: Vol.473 No.1, 页码: 141-173
作者:  Jiawei Li;  Zhongmin Qian
收藏  |  浏览/下载：13/0  |  提交时间：2019/12/13
Finite element approximations for second-order stochastic differential equation driven by fractional Brownian motion 期刊论文
IMA JOURNAL OF NUMERICAL ANALYSIS, 2018, 卷号: 38, 期号: 1, 页码: 184-197
作者:  Cao, Yanzhao;  Hong, Jialin;  Liu, Zhihui
收藏  |  浏览/下载：12/0  |  提交时间：2018/07/30

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