Search Results - "Jiang, Lianzi" :: K.UTB vyhledávací portál

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A Robust α-Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition

by Jiang, Lianzi, Liang, Gechun
Published in Journal of theoretical probability (01.09.2024)

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An efficient numerical method for forward-backward stochastic differential equations driven by G-Brownian motion

by Hu, Mingshang, Jiang, Lianzi
Published in Applied numerical mathematics (01.07.2021)

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Discrete‐time approximation for stochastic optimal control problems under the G‐expectation framework

by Jiang, Lianzi
Published in Optimal control applications & methods (01.03.2022)

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An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by G-Brownian motion

by Hu, Mingshang, Jiang, Lianzi, Wang, Falei
Published in Journal of mathematical analysis and applications (15.04.2022)

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Prototype test study on dynamic stress of utility tunnel under traffic load

by Jiang, Lianzi, Xie, Zhongqiu, Huang, Yi
Published in Journal of Vibroengineering (01.02.2020)

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$Error estimates for the robust $\alpha$-stable central limit theorem under sublinear expectation by discrete approximation method$

Error estimates for the robust $\alpha$-stable central limit theorem under sublinear expectation by discrete approximation method

by Jiang, Lianzi
Year of Publication 03.10.2023

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Discrete-time approximation for stochastic optimal control problems under the $G$-expectation framework

by Jiang, Lianzi
Year of Publication 05.04.2021

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$A robust $\alpha$-stable central limit theorem under sublinear expectation without integrability condition$

A robust $\alpha$-stable central limit theorem under sublinear expectation without integrability condition

by Jiang, Lianzi, Liang, Gechun
Year of Publication 18.01.2023

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$A discrete approximation scheme for fully nonlinear partial integro-differential equations with the convergence rate of robust $\alpha$-stable central limit theorem$

A discrete approximation scheme for fully nonlinear partial integro-differential equations with the convergence rate of robust $\alpha$-stable central limit theorem

by Jiang, Lianzi
Published in arXiv.org (03.10.2023)

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An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by $G$-Brownian motion

by Hu, Mingshang, Jiang, Lianzi
Year of Publication 01.10.2020

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$Discrete-time approximation for stochastic optimal control problems under the $G$-expectation framework$

Discrete-time approximation for stochastic optimal control problems under the $G$-expectation framework

by Jiang, Lianzi
Published in arXiv.org (04.10.2021)

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An Effective Discrete Recursive Method for Stochastic Optimal Control Problems

by Hu, Mingshang, Jiang, Lianzi
Published in arXiv.org (13.07.2020)

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Numerical Schemes for Backward Stochastic Differential Equations Driven by $G$-Brownian motion

by Hu, Mingshang, Jiang, Lianzi
Year of Publication 29.11.2019

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$Explicit $\theta$-Schemes for Solving Anticipated Backward Stochastic Differential Equations$

Explicit $\theta$-Schemes for Solving Anticipated Backward Stochastic Differential Equations

by Hu, Mingshang, Jiang, Lianzi
Year of Publication 04.06.2019

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$A robust $\alpha$-stable central limit theorem under sublinear expectation without integrability condition$

A robust $\alpha$-stable central limit theorem under sublinear expectation without integrability condition

by Jiang, Lianzi, Liang, Gechun
Published in arXiv.org (18.01.2023)

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Convergence rates for Chernoff-type approximations of convex monotone semigroups

by Blessing, Jonas, Jiang, Lianzi, Kupper, Michael, Liang, Gechun
Published in arXiv.org (15.10.2023)

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$On the rate of convergence for an $\alpha$-stable central limit theorem under sublinear expectation$

On the rate of convergence for an $\alpha$-stable central limit theorem under sublinear expectation

by Hu, Mingshang, Jiang, Lianzi, Liang, Gechun
Year of Publication 23.07.2021

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$An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by $G$-Brownian motion$

An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by $G$-Brownian motion

by Hu, Mingshang, Jiang, Lianzi
Published in arXiv.org (18.05.2022)

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$A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation$

A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation

by Hu, Mingshang, Jiang, Lianzi, Liang, Gechun, Peng, Shige
Year of Publication 30.04.2022

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$On the rate of convergence for an $\alpha$-stable central limit theorem under sublinear expectation$

On the rate of convergence for an $\alpha$-stable central limit theorem under sublinear expectation

by Hu, Mingshang, Jiang, Lianzi, Liang, Gechun
Published in arXiv.org (10.06.2024)

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Paper

A Robust α-Stable Central Limit Theorem Under Sublinear Expectation without Integrability Condition

An efficient numerical method for forward-backward stochastic differential equations driven by G-Brownian motion

Discrete‐time approximation for stochastic optimal control problems under the G‐expectation framework

An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by G-Brownian motion

Prototype test study on dynamic stress of utility tunnel under traffic load

Error estimates for the robust $\alpha$-stable central limit theorem under sublinear expectation by discrete approximation method

Discrete-time approximation for stochastic optimal control problems under the $G$-expectation framework

A robust $\alpha$-stable central limit theorem under sublinear expectation without integrability condition

A discrete approximation scheme for fully nonlinear partial integro-differential equations with the convergence rate of robust \(\alpha\)-stable central limit theorem

An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by $G$-Brownian motion

Discrete-time approximation for stochastic optimal control problems under the \(G\)-expectation framework

An Effective Discrete Recursive Method for Stochastic Optimal Control Problems

Numerical Schemes for Backward Stochastic Differential Equations Driven by $G$-Brownian motion

Explicit $\theta$-Schemes for Solving Anticipated Backward Stochastic Differential Equations

A robust \(\alpha\)-stable central limit theorem under sublinear expectation without integrability condition

Convergence rates for Chernoff-type approximations of convex monotone semigroups

On the rate of convergence for an $\alpha$-stable central limit theorem under sublinear expectation

An Efficient Numerical Method for Forward-Backward Stochastic Differential Equations Driven by \(G\)-Brownian motion

A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation

On the rate of convergence for an \(\alpha\)-stable central limit theorem under sublinear expectation

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