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Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations Journal article
Chen, Peng, Lu, Jianya, Xu, Lihu. Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations[J]. Applied Mathematics and Optimization, 2022, 85(2), 15.
Authors:  Chen, Peng;  Lu, Jianya;  Xu, Lihu
Favorite | TC[WOS]:4 TC[Scopus]:3  IF:1.6/1.8 | Submit date：2022/05/17
Malliavin Calculus  Refined Lindeberg Principle  Stochastic Delay Differential Equations (Sddes)  Stochastic Variance Reduced Gradient Langevin Dynamics (Svrg-ld)  Wasserstein-1 Distance  
LARGE DEVIATION PRINCIPLE OF OCCUPATION MEASURES FOR NON-LINEAR MONOTONE SPDES Journal article
RAN WANG, JIE XIONG, LIHU XU. LARGE DEVIATION PRINCIPLE OF OCCUPATION MEASURES FOR NON-LINEAR MONOTONE SPDES[J]. SCIENCE CHINA Mathematics, 2021, 64(4), 799-822.
Authors:  RAN WANG;  JIE XIONG;  LIHU XU
Favorite | TC[WOS]:5 TC[Scopus]:4  IF:1.4/1.4 | Submit date：2019/07/30
Stochastic Partial Differential Equations  Large Deviation Principle  Occupation Measure  Hyper-exponential Recurrence  
Nonintrusive Uncertainty Quantification of Dynamic Power Systems Subject to Stochastic Excitations Journal article
Qiu,Yiwei, Lin,Jin, Chen,Xiaoshuang, Liu,Feng, Song,Yonghua. Nonintrusive Uncertainty Quantification of Dynamic Power Systems Subject to Stochastic Excitations[J]. IEEE Transactions on Power Systems, 2021, 36(1), 402-414.
Authors:  Qiu,Yiwei;  Lin,Jin;  Chen,Xiaoshuang;  Liu,Feng;  Song,Yonghua
Favorite | TC[WOS]:18 TC[Scopus]:27  IF:6.5/7.4 | Submit date：2021/03/09
Dynamic Uncertainty Quantification  Itô Process  Karhunen-loève Expansion  Polynomial Chaos  Stochastic Differential Equations  Stochastic Excitations  
Fast monte carlo simulation of dynamic power systems under continuous random disturbances Conference paper
Qiu, Yiwei, Lin, Jin, Chen, Xiaoshuang, Liu, Feng, Song, Yonghua. Fast monte carlo simulation of dynamic power systems under continuous random disturbances[C], 2020.
Authors:  Qiu, Yiwei;  Lin, Jin;  Chen, Xiaoshuang;  Liu, Feng;  Song, Yonghua
Favorite | TC[WOS]:0 TC[Scopus]:2 | Submit date：2021/12/06
Continuous Random Disturbance  Itô Process  Karhunen-loève Expansion  Latin Hypercube Sampling  Monte Carlo Simulation  Stochastic Differential Equations  
Large deviations for locally monotone stochastic partial differential equations driven by Levy noise Journal article
Xiong, Jie, Zhai, Jianliang. Large deviations for locally monotone stochastic partial differential equations driven by Levy noise[J]. BERNOULLI, 2018, 24(4A), 2842-2874.
Authors:  Xiong, Jie;  Zhai, Jianliang
Favorite | TC[WOS]:21 TC[Scopus]:24  IF:1.5/1.6 | Submit date：2018/10/30
Freidlin-wentzell Type Large Deviation Principle  Levy Processes  Locally Monotone Coefficients  Stochastic Partial Differential Equations