27 results on '"Hu, Yaozhong"'
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2. Solvability of Parabolic Anderson Equation with Fractional Gaussian Noise
3. Matching upper and lower moment bounds for a large class of stochastic PDEs driven by general space-time Gaussian noises
4. Driver-in-the-Loop Handling Stability Control of 4WID-EV
5. Estimation of all parameters in the fractional Ornstein–Uhlenbeck model under discrete observations
6. Generalized moment estimators for $$\alpha $$-stable Ornstein–Uhlenbeck motions from discrete observations
7. Joint Hölder Continuity of Parabolic Anderson Model
8. Some Recent Progress on Stochastic Heat Equations
9. Preface
10. On the Necessary and Sufficient Conditions to Solve A Heat Equation with General Additive Gaussian Noise
11. Identification of the miRNA-mRNA regulatory network of antler growth centers
12. Antler extracts stimulate chondrocyte proliferation and possess potent anti-oxidative, anti-inflammatory, and immune-modulatory properties
13. Higher-Order Derivative of Intersection Local Time for Two Independent Fractional Brownian Motions
14. Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter
15. Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise
16. Two-point Correlation Function and Feynman-Kac Formula for the Stochastic Heat Equation
17. Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations
18. On Hölder continuity of the solution of stochastic wave equations in dimension three
19. The $$\frac{4}{3}$$ -Variation of the Derivative of the Self-intersection Brownian Local Time and Related Processes
20. Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions
21. Stochastic quantization and ergodic theorem for density of diffusions
22. Insider trading equilibrium in a market with memory
23. Optimal tracking for bilinear stochastic system driven by fractional Brownian motions
24. Hölder continuity of the solutions for a class of nonlinear SPDE’s arising from one dimensional superprocesses
25. Smooth Density for Some Nilpotent Rough Differential Equations
26. Stochastic heat equation driven by fractional noise and local time
27. Optimal time to invest when the price processes are geometric Brownian motions
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