Huijie Qiao

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Person:334073

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zbMath Open qiao.huijieMaRDI QIDQ334073

List of research outcomes

PublicationDate of PublicationType
A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems2023-11-25Paper
Average principles for forward-backward multivalued stochastic systems and homogenization for systems of nonlinear parabolic PDEs2023-11-11Paper
Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations2023-08-29Paper
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations2023-08-13Paper
Average principles and large deviation principles of multiscale multivalued McKean-Vlasov stochastic systems2023-07-26Paper
Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations2023-07-06Paper
Backward multivalued McKean-Vlasov SDEs and associated variational inequalities2023-07-03Paper
Asymptotic behaviors of multiscale multivalued stochastic systems with small noises2023-06-12Paper
Convergence of nonlinear filtering for multiscale systems with correlated Lévy noises2023-05-02Paper
The Onsager-Machlup action functional for McKean-Vlasov stochastic differential equations2023-04-21Paper
The central limit theorem for stochastic Volterra equations with singular kernels2023-03-03Paper
Weak approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems2022-11-30Paper
Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes2022-09-16Paper
Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes2022-08-22Paper
Deviation estimates for multivalued McKean-Vlasov stochastic differential equations2022-08-02Paper
Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations2022-07-22Paper
Nonlinear filtering of stochastic differential equations with correlated Lévy noises2022-07-07Paper
Path independence of the additive functionals for stochastic Volterra equations with singular kernels and H\"older continuous coefficients2022-07-07Paper
Strong approximation of nonlinear filtering for multiscale McKean-Vlasov stochastic systems2022-06-10Paper
Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises2022-05-09Paper
The Onsager-Machlup action functional for Mckean-Vlasov SDEs2022-03-14Paper
Superposition principles for the Zakai equations and the Fokker-Planck equations on measure spaces2022-01-28Paper
Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems2022-01-12Paper
Supports for degenerate stochastic differential equations with jumps and applications2021-11-12Paper
Euler-Maruyama approximations for stochastic McKean-Vlasov equations with non-Lipschitz coefficients2021-07-26Paper
Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps2021-06-23Paper
Effective filtering analysis for non-Gaussian dynamic systems2021-04-22Paper
Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients2021-03-11Paper
Uniqueness and superposition of the space-distribution dependent Zakai equations2020-08-03Paper
Coupled McKean-Vlasov stochastic differential equations with jumps2020-05-26Paper
Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations2020-04-20Paper
Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces2020-04-03Paper
Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise2020-02-05Paper
Limit theorems of stochastic differential equations with jumps2020-01-31Paper
On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces2019-05-09Paper
Effective Filtering for Multiscale Stochastic Dynamical Systems driven by L\'evy processes2018-10-23Paper
Effective filtering on a random slow manifold2018-09-06Paper
Stationary solutions for stochastic differential equations driven by Lévy processes2017-11-08Paper
Stationary measures for stochastic differential equations with jumps2016-11-25Paper
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps2016-10-31Paper
Lyapunov exponents of stochastic differential equations driven by Lévy processes2016-06-10Paper
Nonlinear filtering of stochastic dynamical systems with Lévy noises2015-11-06Paper
The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion2015-03-13Paper
Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise2015-01-30Paper
Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients2014-09-26Paper
TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS2014-05-02Paper
Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients2014-04-16Paper
Escape Probability for Stochastic Dynamical Systems with Jumps2013-07-30Paper
Homeomorphism flows for non-Lipschitz SDEs driven by Lévy processes2013-06-20Paper
A Multiplicative Ergodic Theorem for Discontinuous Random Dynamical Systems and Applications2012-04-23Paper
A THEOREM DUAL TO YAMADA–WATANABE THEOREM FOR STOCHASTIC EVOLUTION EQUATIONS2010-10-07Paper
https://portal.mardi4nfdi.de/entity/Q35729322010-07-08Paper
Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications2009-06-10Paper
Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps2009-01-16Paper
https://portal.mardi4nfdi.de/entity/Q34289692007-03-30Paper
Homeomorphism of solutions to backward SDEs and applications2007-02-26Paper

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