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Stochastic heat equation with Ornstein–Uhlenbeck operator Journal article
Li,Xiang. Stochastic heat equation with Ornstein–Uhlenbeck operator[J]. Statistics and Probability Letters, 2023, 201, 109887.
Authors:  Li,Xiang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.9/0.8 | Submit date：2023/08/03
Feynman–kac Representations  Intermittency  Ornstein–uhlenbeck Operator  Stochastic Partial Differential Equation  
Stochastic Assessment of AGC Systems Under Non-Gaussian Uncertainty Journal article
Chen, Xiaoshuang, Lin, Jin, Liu, Feng, Song, Yonghua. Stochastic Assessment of AGC Systems Under Non-Gaussian Uncertainty[J]. IEEE TRANSACTIONS ON POWER SYSTEMS, 2019, 34(1), 705-717.
Authors:  Chen, Xiaoshuang;  Lin, Jin;  Liu, Feng;  Song, Yonghua
Favorite | TC[WOS]:24 TC[Scopus]:33  IF:6.5/7.4 | Submit date：2019/01/17
Automatic Generation Control  Stochastic System  Stochastic Differential Equation  Partial Differential Equation  Series Expansion  Ito Theory  
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching Journal article
Zhang, Shuaiqi, Xiong, Jie, Liu, Xiangdong. Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching[J]. SCIENCE CHINA-INFORMATION SCIENCES, 2018, 61(7).
Authors:  Zhang, Shuaiqi;  Xiong, Jie;  Liu, Xiangdong
Favorite | TC[WOS]:16 TC[Scopus]:18  IF:7.3/5.8 | Submit date：2018/10/30
Partial Information  Markovian Regime-switching  Stochastic Maximum Principle  Forward-backward Stochastic Differential Equation (Fbsde)  
Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises Journal article
Xiong, Jie, Yang, Xu. Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises[J]. STATISTICS & PROBABILITY LETTERS, 2017, 129, 113-119.
Authors:  Xiong, Jie;  Yang, Xu
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:0.9/0.8 | Submit date：2018/10/30
Stochastic Partial Differential Equation  Existence  Uniqueness  Colored Noise