Jicheng Liu

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Person:258307

Available identifiers

zbMath Open liu.jichengMaRDI QIDQ258307

List of research outcomes





PublicationDate of PublicationType
Strong convergence of multi-scale stochastic differential equations with a full dependence2024-12-09Paper
Well-posedness of stochastic variational inequalities with discontinuous drifts2024-09-18Paper
Multivariate wavelet estimators for weakly dependent processes: strong consistency rate2023-11-17Paper
Convergence rate of synchronization of coupled stochastic lattice systems with additive fractional noise2023-09-08Paper
Asymptotic distribution of the wavelet-based estimators of multivariate regression functions under weak dependence2023-07-24Paper
Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations2023-07-13Paper
Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients2022-07-07Paper
The synchronization of coupled stochastic systems driven by symmetric α-stable process and Brownian motion2022-01-28Paper
Normal deviation of synchronization of stochastic coupled systems2022-01-21Paper
Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations2021-11-02Paper
Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence2021-09-01Paper
Synchronization and averaging principle of stationary solutions for stochastic differential equations2021-08-24Paper
Multi-innovation stochastic gradient parameter and state estimation algorithm for dual-rate state-space systems with \(d\)-step time delay2020-10-20Paper
An Improved Group Decision-Making Model for the Investment Options of Small-Scale Photovoltaic Systems Based on Cumulative Prospect Theory and Choquet Integral2020-08-12Paper
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 mechanism2020-04-07Paper
Synchronization for stochastic differential equations with nonlinear multiplicative noise in the mean square sense2019-08-28Paper
Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type2019-08-14Paper
Transient analysis of an M/M/1 queue with reneging, catastrophes, server failures and repairs2019-03-22Paper
Moving horizon estimation for multirate systems with time-varying time-delays2019-03-11Paper
On the convergence of solutions for SPDEs under perturbation of the domain2019-02-20Paper
Stochastic flows of SDEs with non-Lipschitz coefficients and singular time2019-02-20Paper
State space model identification of multirate processes with time-delay using the expectation maximization2019-02-06Paper
Weak order in averaging principle for stochastic differential equations with jumps2019-01-21Paper
The synchronization of stochastic differential equations with linear noise2018-12-10Paper
On smooth approximation for random attractor of stochastic partial differential equations with multiplicative noise2018-10-11Paper
Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients2018-09-17Paper
Weak order in averaging principle for stochastic wave equation with a fast oscillation2018-06-13Paper
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 equations2017-12-22Paper
Convergence rate of synchronization of systems with additive noise2017-04-25Paper
THE CONDITIONAL BOREL-CANTELLI LEMMA AND APPLICATIONS2017-03-24Paper
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 jumps2016-10-13Paper
Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm2016-05-25Paper
A note on strong convergence rate in averaging principle for stochastic FitzHugh–Nagumo system with two time-scales2016-04-01Paper
Strong averaging principle for slow-fast SPDEs with Poisson random measures2016-03-10Paper
Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm2015-10-26Paper
Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales2015-05-27Paper
https://portal.mardi4nfdi.de/entity/Q54979392015-02-11Paper
Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales2015-01-26Paper
An Averaging Principle for Multivalued Stochastic Differential Equations2015-01-09Paper
Rate of convergence of Euler's approximations for SDEs with non-Lipschitz coefficients2013-08-06Paper
Hyperbolic type stochastic evolution equations with Lévy noise2013-06-13Paper
https://portal.mardi4nfdi.de/entity/Q49112142013-03-14Paper
Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion2013-03-12Paper
On conditional Borel-Cantelli lemmas for sequences of random variables2013-01-14Paper
A note on the bilateral inequality for a sequence of random variables2012-07-05Paper
On the uniqueness in law and the pathwise uniqueness for an SDE driven by countably many Brownian motions2012-06-01Paper
Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations2011-09-12Paper
https://portal.mardi4nfdi.de/entity/Q30162312011-07-14Paper
Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises2010-10-14Paper
Supply chain coordination for fuzzy newsboy problem with imperfect quality2010-09-22Paper
Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises2010-04-26Paper
https://portal.mardi4nfdi.de/entity/Q53205462009-07-22Paper
https://portal.mardi4nfdi.de/entity/Q35388952008-11-24Paper
https://portal.mardi4nfdi.de/entity/Q53863272008-05-14Paper
LARGE DEVIATIONS FOR SMALL PERTURBATIONS OF SDES WITH NON-MARKOVIAN COEFFICIENTS AND THEIR APPLICATIONS2007-03-13Paper
A functional modulus of continuity for Brownian motion2007-02-14Paper
Quasi-sure product variation of two-parameter smooth martingales on the Wiener space2006-10-13Paper
Regularities of local times of two-parameter martingales2006-03-09Paper
https://portal.mardi4nfdi.de/entity/Q57050292005-11-16Paper
https://portal.mardi4nfdi.de/entity/Q56981552005-10-27Paper
\(D_\infty\)-approximation of product variations of two parameter smooth semimartingales2005-01-31Paper
On the existence and uniqueness of solutions to stochastic differential equations of mixed Brownian and Poissonian sheet type.2004-11-26Paper
Analysis of regional economy growth with the theory of differential system dynamics2004-06-18Paper
Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient2002-09-05Paper
https://portal.mardi4nfdi.de/entity/Q37968281987-01-01Paper

Research outcomes over time

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