The following pages link to George Yin (Q256309):
Displaying 50 items.
- Sign-error adaptive filtering algorithms involving Markovian parameters (Q256310) (← links)
- Logistic models with regime switching: permanence and ergodicity (Q276803) (← links)
- Numerical solutions of regime-switching jump diffusions (Q278452) (← links)
- Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations (Q311994) (← links)
- Properties for a class of multi-type mean-field models (Q314546) (← links)
- Kolmogorov-type systems with regime-switching jump diffusion perturbations (Q316945) (← links)
- Almost sure convergence rates for system identification using binary, quantized, and regular sensors (Q466294) (← links)
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles (Q502898) (← links)
- Identification of Wiener systems with quantized inputs and binary-valued output observations (Q518332) (← links)
- Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802) (← links)
- Numerical methods for dividend optimization using regime-switching jump-diffusion models (Q550528) (← links)
- Stochastic population growth in spatially heterogeneous environments: the density-dependent case (Q681659) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Permanence and ergodicity of stochastic Gilpin-Ayala population model with regime switching (Q727940) (← links)
- Coexistence and exclusion of stochastic competitive Lotka-Volterra models (Q729901) (← links)
- Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity (Q729902) (← links)
- Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula (Q778180) (← links)
- Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems (Q888797) (← links)
- Asymptotically efficient identification of FIR systems with quantized observations and general quantized inputs (Q895126) (← links)
- Identification of linear continuous-time systems under irregular and random output sampling (Q900201) (← links)
- Controllability and adaptation of linear time-invariant systems under irregular and Markovian sampling (Q901178) (← links)
- Stability of stochastic functional differential systems using degenerate Lyapunov functionals and applications (Q1641066) (← links)
- Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations (Q1653173) (← links)
- Optimal stopping of two-time scale Markovian systems: analysis, numerical methods, and applications (Q1680823) (← links)
- Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems (Q1689379) (← links)
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes (Q1690493) (← links)
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
- Distributed quasi-monotone subgradient algorithm for nonsmooth convex optimization over directed graphs (Q1737711) (← links)
- Properties of switching jump diffusions: maximum principles and Harnack inequalities (Q1740518) (← links)
- Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space (Q1751072) (← links)
- A mean-variance optimization problem for discounted Markov decision processes (Q1926755) (← links)
- The strong Feller property of switching jump-diffusion processes (Q1950699) (← links)
- An averaging principle for two-time-scale stochastic functional differential equations (Q1986531) (← links)
- Sustainable harvesting policies under long-run average criteria: near optimality (Q1987331) (← links)
- Approximation of a class of functional differential equations with wideband noise perturbations (Q1997219) (← links)
- Recurrence for switching diffusion with past dependent switching and countable state space (Q2001563) (← links)
- Sparse system identification for stochastic systems with general observation sequences (Q2003800) (← links)
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations (Q2011508) (← links)
- Deep filtering (Q2048491) (← links)
- Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles (Q2048506) (← links)
- Stochastic functional Kolmogorov equations. II: Extinction (Q2048515) (← links)
- Adaptive step size selection in distributed optimization with observation noise and unknown stochastic target variation (Q2059330) (← links)
- Harvesting of a stochastic population under a mixed regular-singular control formulation (Q2095579) (← links)
- Stochastic consensus control of multi-agent systems under general noises and delays (Q2095970) (← links)
- Fast-slow-coupled stochastic functional differential equations (Q2124507) (← links)
- Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739) (← links)
- Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality (Q2137747) (← links)
- A class of generalized Ginzburg-Landau equations with random switching (Q2149708) (← links)
- Filtering with degenerate observation noise: a stochastic approximation approach (Q2151896) (← links)
- On an ergodic two-sided singular control problem (Q2156349) (← links)
