STOCHASTIC

作品数：1477被引量：1673H指数：13
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相关领域：理学更多>>
相关作者：魏俊潮丁效华马强李翔宇徐世杰更多>>
相关机构：哈尔滨工业大学北京航空航天大学东南大学西北工业大学更多>>
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相关基金：国家自然科学基金国家重点基础研究发展计划中国博士后科学基金国家教育部博士点基金更多>>
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NUMERICAL METHODS FOR APPROXIMATING STOCHASTIC SEMILINEAR TIME-FRACTIONAL RAYLEIGH-STOKES EQUATIONS
《Journal of Computational Mathematics》2025年第3期569-587,共19页Mariam Al-Maskari 
This paper investigates a semilinear stochastic fractional Rayleigh-Stokes equation featuring a Riemann-Liouville fractional derivative of orderα∈(0,1)in time and a fractional time-integral noise.The study begins wi...
关键词：Riemann-Liouville fractional derivative Stochastic Rayleigh-Stokes equation Finite element method Convolution quadrature Error estimates 
Stochastic Periodic Solutions for Two Populations Game Models with Impulses
《应用数学》2025年第2期453-467,共15页HOU Meiting QIU Xiaoling 
Supported by the National Natural Science Foundation of China(10671182)。
The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding sto...
关键词：Periodic solution Stochastic game IMPULSES Strategy extinct 
Constrained Stochastic Recursive Linear Quadratic Optimal Control Problems and Application to Finance
《Acta Mathematicae Applicatae Sinica》2025年第2期375-399,共25页Liang-quan ZHANG Qing ZHOU 
financial support partly by the National Nature Science Foundation of China(Grant No.12171053,11701040,11871010&61871058);the Fundamental Research Funds for the Central Universities,and the Research Funds of Renmin University of China(No.23XNKJ05);the financial support partly by the National Nature Science Foundation of China(Grant No.11871010,11971040);the Fundamental Research Funds for the Central Universities(No.2019XD-A11).
In this paper,we focus on a control-constrained stochastic LQ optimal control problem via backward stochastic differential equation(BSDE in short)with deterministic coefficients.One of the significant features in this...
关键词：efficient portfolio forward-backward stochastic differential equations mean-variance portfolio selection Riccati equation recursive utilities stochastic linear quadratic optimal control 
Space-based optical lattice clocks as gravitational wave detectors in search for new physics
《Science China(Physics,Mechanics & Astronomy)》2025年第4期244-252,共9页Bo Wang Bichu Li Qianqian Xiao Geyu Mo Yi-Fu Cai 
supported by the National Key Research and Development Program of China(Grant Nos.2024YFC2207500 and 2021YFC2203100);the CAS Young Interdisciplinary Innovation Team(Grant No.JCTD-2022-20);the Fundamental Research Funds for Central Universities;the National Natural Science Foundation of China(Grant Nos.92476203,12433002 and12261131497);the 111 Project(Grant No.B23042);the CSC Innovation Talent Funds;the USTC Fellowships for International Cooperation;the USTC Research Funds of the Double First-Class Initiative。
We investigate the sensitivity and performance of space-based optical lattice clocks(OLCs)in detecting gravitational waves,in particular the stochastic gravitational wave background(SGWB)at low frequencies(10^(-4),1)H...
关键词：gravitational wave detectors optical lattice clocks stochastic gravitational background 
Leader-following consensus of stochastic delayed multiagent systems with input saturation under self-triggered impulsive control
《Science China(Technological Sciences)》2025年第4期204-211,共8页Wei ZHANG Bingyan GONG Xin WANG Hongyi LI 
supported by the National Natural Science Foundation of China(Grant Nos.62433018,62033003,62276214)。
In this study,we investigate the self-triggered impulsive control for stochastic delayed multiagent systems with input saturation.We present a novel self-triggered mechanism using a comparison system method.The next t...
关键词：stochastic multiagent systems time-varying delay input saturation self-triggered impulsive control 
A STOCHASTIC AUGMENTED LAGRANGIAN METHOD FOR STOCHASTIC CONVEX PROGRAMMING
《Journal of Computational Mathematics》2025年第2期315-344,共30页Jiani Wang Liwei Zhang 
supported by the National Key R&D Program of China(Project No.2022YFA1004000);by the Natural Science Foundation of China(Project No.12371298).
In this paper,we analyze the convergence properties of a stochastic augmented Lagrangian method for solving stochastic convex programming problems with inequality constraints.Approximation models for stochastic convex...
关键词：Stochastic convex optimization Stochastic approximation Augmented Lagrangian method Duality theory 
TIME MULTIPOINT NONLOCAL PROBLEM FOR A STOCHASTIC SCHRÖDINGER EQUATION
《Journal of Computational Mathematics》2025年第2期369-393,共25页Roger Pettersson Ali Sirma Tarkan Aydin 
A time multipoint nonlocal problem for a Schrödinger equation driven by a cylindrical Q-Wiener process is presented.The initial value depends on a finite number of future values.Existence and uniqueness of a solution ...
关键词：Time nonlocal problem Mild solution Cylindrical Wiener process Time discretization Abstract time-dependent stochastic Schrödinger equation Euler-Maruyama method 
Stochastic interpretation for a single server retrial queue with Bernoulli feedback and negative customers
《Applied Mathematics(A Journal of Chinese Universities)》2025年第1期1-19,共19页Mohamed Boualem Amina Angelika Bouchentouf Aicha Bareche Mouloud Cherfaoui 
In this paper,we introduce a qualitative analysis in order to study the monotonicity and comparability properties of a single-server retrial queueing model with Bernoulli feedback and negative customers,relative to st...
关键词：retrial queueing models negative arrivals stochastic orderings MONOTONICITY SIMULATION 
Power Options Pricing under Markov Regime-Switching Two-Factor Stochastic Volatility Jump-Diffusion Model
《Chinese Quarterly Journal of Mathematics》2025年第1期59-73,共15页HAN Shu-shu WEI Yu-ming 
Guangxi Natural Science Foundation(Grant No.2023GXNSFAA026246).
In this paper,we incorporate Markov regime-switching into a two-factor stochastic volatility jump-diffusion model to enhance the pricing of power options.Furthermore,we assume that the interest rates and the jump inte...
关键词：Power options Markov regime-switching Stochastic volatility Stochastic interest rate Stochastic intensity 
Dynamics of a Stochastic Epidemic Model with Age-group
《应用数学》2025年第1期294-307,共14页LAN Xiaomin CHEN Guangmin ZHOU Ruiyang ZHENG Kuicheng CAI Shaojian WEI Fengying JIN Zhen MAO Xuerong 
Supported by National Natural Science Foundation of China(61911530398,12231012);Consultancy Project by the Chinese Academy of Engineering(2022-JB-06,2023-JB-12);the Natural Science Foundation of Fujian Province of China(2021J01621);Special Projects of the Central Government Guiding Local Science and Technology Development(2021L3018);Royal Society of Edinburgh(RSE1832);Engineering and Physical Sciences Research Council(EP/W522521/1).
A stochastic epidemic model with two age groups is established in this study,in which the susceptible(S),the exposed(E),the infected(I),the hospitalized(H)and the recovered(R)are involved within the total population,t...
关键词：Epidemic model Age groups PERSISTENCE EXTINCTION 
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