Jicheng Liu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Large deviations principle for multi-scale SDEs in Hölder norm
Discrete and Continuous Dynamical Systems. Series B
2026-03-09Paper
Averaging principle for multiscale forward-backward stochastic differential equations, with application to quasi-linear PDE's
Potential Analysis
2025-12-17Paper
Impatient customers on an \(M/M/1\) queueing system subjected to differentiated vacations2025-12-05Paper
Strong convergence of multi-scale stochastic differential equations with a full dependence
Statistics & Probability Letters
2024-12-09Paper
Well-posedness of stochastic variational inequalities with discontinuous drifts
Stochastics and Dynamics
2024-09-18Paper
Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
Communications in Statistics: Theory and Methods
2023-11-17Paper
Convergence rate of synchronization of coupled stochastic lattice systems with additive fractional noise
Journal of Dynamics and Differential Equations
2023-09-08Paper
Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence
Journal of Mathematical Inequalities
2023-07-24Paper
Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations
Stochastics
2023-07-13Paper
Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
Stochastics
2022-07-07Paper
The synchronization of coupled stochastic systems driven by symmetric \(\alpha\)-stable process and Brownian motion
Filomat
2022-01-28Paper
Normal deviation of synchronization of stochastic coupled systems
Discrete and Continuous Dynamical Systems. Series B
2022-01-21Paper
Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
Applied Mathematics and Optimization
2021-11-02Paper
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
Journal of Nonparametric Statistics
2021-09-01Paper
Synchronization and averaging principle of stationary solutions for stochastic differential equations
Potential Analysis
2021-08-24Paper
Multi-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with \(d\)-step time delay
Complexity
2020-10-20Paper
An improved group decision-making model for the investment options of small-scale photovoltaic systems based on cumulative prospect theory and Choquet integral
Wuhan University Journal of Natural Sciences
2020-08-12Paper
Transient analysis of an \(M/M/1\) queueing system subjected to multiple differentiated vacations, impatient customers and a waiting server with application to IEEE 802.16E power saving mechanism
Indian Journal of Pure & Applied Mathematics
2020-04-07Paper
Synchronization for stochastic differential equations with nonlinear multiplicative noise in the mean square sense
Discrete and Continuous Dynamical Systems. Series B
2019-08-28Paper
Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type
Applied Mathematics and Computation
2019-08-14Paper
Transient analysis of an M/M/1 queue with reneging, catastrophes, server failures and repairs
Bulletin of the Iranian Mathematical Society
2019-03-22Paper
Moving horizon estimation for multirate systems with time-varying time-delays
Journal of the Franklin Institute
2019-03-11Paper
On the convergence of solutions for SPDEs under perturbation of the domain
Discrete Dynamics in Nature and Society
2019-02-20Paper
Stochastic flows of SDEs with non-Lipschitz coefficients and singular time
Statistics & Probability Letters
2019-02-20Paper
State space model identification of multirate processes with time-delay using the expectation maximization
Journal of the Franklin Institute
2019-02-06Paper
Weak order in averaging principle for stochastic differential equations with jumps
Advances in Difference Equations
2019-01-21Paper
The synchronization of stochastic differential equations with linear noise
Stochastics and Dynamics
2018-12-10Paper
On smooth approximation for random attractor of stochastic partial differential equations with multiplicative noise
Stochastics and Dynamics
2018-10-11Paper
Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients
Journal of Mathematical Analysis and Applications
2018-09-17Paper
Weak order in averaging principle for stochastic wave equation with a fast oscillation
Stochastic Processes and their Applications
2018-06-13Paper
Weak order in averaging principle for two-time-scale stochastic partial differential equations2018-02-02Paper
\(C^\infty\)-convergence of Picard's successive approximations to solutions of stochastic differential equations
Statistics & Probability Letters
2017-12-22Paper
Convergence rate of synchronization of systems with additive noise
Discrete and Continuous Dynamical Systems. Series B
2017-04-25Paper
The conditional Borel-Cantelli lemma and applications
Journal of the Korean Mathematical Society
2017-03-24Paper
Strong convergence rate in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales2016-11-28Paper
Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
Journal of Mathematical Physics
2016-10-13Paper
Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm
Communications in Statistics. Theory and Methods
2016-05-25Paper
A note on strong convergence rate in averaging principle for stochastic FitzHugh–Nagumo system with two time-scales
Stochastic Analysis and Applications
2016-04-01Paper
Strong averaging principle for slow-fast SPDEs with Poisson random measures
Discrete and Continuous Dynamical Systems. Series B
2016-03-10Paper
Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm
Acta Mathematica Sinica, English Series
2015-10-26Paper
Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
Stochastic Processes and their Applications
2015-05-27Paper
scientific article; zbMATH DE number 6401907 (Why is no real title available?)2015-02-11Paper
Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales
Journal of Mathematical Analysis and Applications
2015-01-26Paper
An averaging principle for multivalued stochastic differential equations
Stochastic Analysis and Applications
2015-01-09Paper
Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients
Acta Mathematica Sinica, English Series
2013-08-06Paper
Hyperbolic type stochastic evolution equations with Lévy noise
Acta Applicandae Mathematicae
2013-06-13Paper
Fuzzy random continuous review inventory model with imperfect quality2013-03-14Paper
Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion
Acta Mathematica Sinica, English Series
2013-03-12Paper
On conditional Borel-Cantelli lemmas for sequences of random variables
Journal of Mathematical Analysis and Applications
2013-01-14Paper
A note on the bilateral inequality for a sequence of random variables
Statistics & Probability Letters
2012-07-05Paper
On the uniqueness in law and the pathwise uniqueness for an SDE driven by countably many Brownian motions
Mathematica Applicata
2012-06-01Paper
Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
Journal of Mathematical Analysis and Applications
2011-09-12Paper
Fuzzy newsboy problem with random variables in a supply chain environment2011-07-14Paper
Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises
Nonlinear Analysis. Real World Applications
2010-10-14Paper
Supply chain coordination for fuzzy newsboy problem with imperfect quality
International Journal of Information and Management Sciences
2010-09-22Paper
Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises
International Journal of Stochastic Analysis
2010-04-26Paper
Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises
International Journal of Stochastic Analysis
2010-04-26Paper
scientific article; zbMATH DE number 5584897 (Why is no real title available?)2009-07-22Paper
scientific article; zbMATH DE number 5371983 (Why is no real title available?)2008-11-24Paper
scientific article; zbMATH DE number 5274487 (Why is no real title available?)2008-05-14Paper
LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS
Stochastics and Dynamics
2007-03-13Paper
A functional modulus of continuity for Brownian motion
Bulletin des Sciences Mathématiques
2007-02-14Paper
Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
Acta Mathematica Sinica, English Series
2006-10-13Paper
Regularities of local times of two-parameter martingales
Journal of Mathematics of Kyoto University
2006-03-09Paper
scientific article; zbMATH DE number 2229753 (Why is no real title available?)2005-11-16Paper
scientific article; zbMATH DE number 2219424 (Why is no real title available?)2005-10-27Paper
\(D_\infty\)-approximation of product variations of two parameter smooth semimartingales
Acta Mathematica Scientia. Series B. (English Edition)
2005-01-31Paper
On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.
Stochastic Processes and their Applications
2004-11-26Paper
Analysis of regional economy growth with the theory of differential system dynamics
Journal of Systems Science and Complexity
2004-06-18Paper
Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient
Statistics & Probability Letters
2002-09-05Paper
scientific article; zbMATH DE number 4062663 (Why is no real title available?)1987-01-01Paper


Research outcomes over time


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