Probability & Statistics Seminar
Jan 1-1, 1970
- Conference Summary
- A semiparametrically efficient estimator of the time-varying effects for survival data with time-dependent treatment*
- Wasserstein Decay for Functional SDEs in Random Environment
- Continuous states q-processes and applications in the study of coalescent with recombination
- Poisson and negative binomial item count techniques for surveys with sensitive question
- Model Selection for Gaussian Mixture Models
- Buffered (Hysteretic) time series models with conditional heteroscedasticity
- 精算科学与精算师
- 带有表型可塑性机制的肿瘤细胞群体动力学模型研究
- 生物学相关马氏过程
- Irreducibility of stochastic real ginzburg-landau equation driven by -stable noises and applications
- Estimating Integrated Volatility Using High-Frequency Data with Zero Duration
- STABLE PROCESS WITH SINGULAR DRIFT
- Convergence Rate of Euler-Maruyama Scheme for SDEs with Rough Coefficients
- 生活在互联网与大数据的时代
- Nonparametric testing in regression models with Wilcoxon-type generalized likelihood ratio
- Estimation for Discrete Dynamic Models with Large Individual Effects
- LIMIT THEOREMS FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes with jumps
- Estimation of Smoothed Quantile Process
- The impact of competition on prices with numerous firms
- A Simple Scale-Invariant Two-Sample Test for High-Dimensional Data
- A Functional Varying-Coefficient Single-Index Model for Functional Response Data
- Buffered Time Series Models: the progress so far
- Efficient Feature Screening for Ultrahigh-dimensional Varying Coefficient Models
- Model Selection for High Dimensional Quadratic Regression via Regularization
- Model Selection for High Dimensional Quadratic Regression via Regularization
- Scalable Bayesian Variable Selection for Structured High-dimensional Data
- 2D Stochastic Chemotaxis-Navier-Stokes System
- Invariant Measures for Path-Dependent Random Diffusions
- Stochastic Differential Equations versus Fokker-Planck-Kolmogorov Equations: a Short Review and Some Recent Progress
- Dirichlet Principle for Non-reversible Markov Chains
- Gradient Estimates on Dirichlet Eigenfunctions
- Heat Kernels for Time-dependent Non-symmetric Stable-like Operators
- Evolution of Portfolio Optimization
- Big Data Analytics and Extended Probabilistic Inference
- Modeling the changing dependence of multivariate time series: with an application in financial econometrics
- Quasi-stationary distribution for irregular Markov process
- LLN for an asymptotical critical branching random walk
- 单死过程和树上生灭过程
- Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
- 部分可观测平均场随机系统的最优控制问题
- Inference of Heavy-Tailed Vector Error Correction Models
- How to Design Experiments in the Big Data Era?
- Estimating the cumulative function of mean for the history process with time-dependent covariates and censoring mechanism
- Nonparametric sieve maximum likelihood estimation for semi-competing risks data
- Variable Selection in Population Health Research
- Doubly Dividing the Massive Data for Prediction Using Model Aggregation
- Study on Brain Functional Abnormality based on Magnetic Resonance Imaging
- Stein’s method, Metropolis-Hastings reversiblizations and Markov chains mixing time
- Testing for heteroscedasticity in high-dimensional regressions
- Criteria for multiple surrogates
- A modal-type outer product gradients procedure for the single-index models
- Case-deletion diagnostics for linear mixed models
- Random attractors for non-autonomous stochastic Klein-Gordon equation driven by multiplicative noise
- Recommender systems
- Statistical meta-analysis and its application in evidence-based medicine
- Some aspects of large sample covariance matrices
- Scalable kernel-based variable selection
- High-dimensional statistics with applications to financial data
- Joint analysis of longitudinal data with informative observation and terminal event times
- Robust estimates of treatment effects in MRCT via semi-parametric models
- Empirical likelihood-based kernel test for the equality of distributions in high dimensions
- Multivariate adaptive splines for analyzing longitudinal data
- Optimal reinsurance with dependent risks
- Statistical Methods for Integrative Analysis of Multi-Omics Data
- Random matrices and recent results
- Predicting earthquake casualties for early rescue planning: A joint Poisson mixed modeling approach
- High-dimensional vector autoregressive modeling via tensor decomposition
- Complex likelihood ratio test for generalized linear models
- Adaptive moment method for partially piecewise regression
- Smoothing spline mixed-effects density models for clustered data
- A statistical normalization method and differential expression analysis for RNA-seq data between different species
- INVARIANCE OF ENTROPY FOR MAPS ISOTOPIC TO ANOSOV
- Multi-model estimation and information theory for improving probabilistic predictions of complex systems
- Joint Mixability of Symmetric Distributions and Related Families
- Patterson-Sullivan construction for point processes and reconstruction of harmonic functions
- Automated Estimation of Heavy-tailed Vector Error Correction Models
- Collaborative Ranking for Personalized Prediction
- GMM Estimation of Partially Linear Single-index Spatial Autoregressive Model
- Optimal Covariance Matrix Estimation for High-dimensional Noise in High-frequency Data
- Cross-Validation for Optimal and Reproducible Statistical Learning
- 非对称马氏过程的Girsanov变换
- General Sliced Latin hypercube designs
- Estimating the Sample Mean and Standard Deviation from the Five-number Summary and Their Applications in Evidence-based Medicine
- Latent Single-Index Models for Ordinal Data
- Progress on Equivalent Transformation and Reciprocal Characterization between Complex Networks and Time Series
- Expected Conditional Characteristic Function-based Measures for Testing Independence
- 因子分析改进模型与应用的研究进展
- A New Approach to Multiple Mean Comparison and Its Medical Applications
- On variable ordination of modified Cholesky decomposition for estimating time-varying covariance matrices
- On Brownian motion approximation of compound Poisson processes with applications to threshold models
- 基于非齐次 Markov 的老年人长期护理保险定价
- Momentum Acceleration Under Random Gradient Noise
- Large deviation rates for branching processes
- Backward stochastic Volterra integro-differential equations and applications in optimal control problems
- Boundary Behaviors at ∞ for Fragments in Simple Exchangeable Fragmentation-Coalescence Process
- Observability Problem for Some Stochastic Partial Differential Equations
- Constrained stochastic LQ control with regime switching and application to portfolio selection
- An LQ differential game of stochastic large-population system with partial information
- Mean Field LQ Games with a Finite Number of Agents
- Stochastic H_2/H_∞ control for Mean-Field Stochastic Differential Systems with (x,u,v)-dependent noise
- Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum
- Infinite Horizon FBSDEs and Open-Loop Optima Controls for Stochastic LQ Problems with Random Coefficients
- Local controllability to trajectories for the compressible viscous micropolar fluids
- Forward and Backward Stochastic Differential Equations with Normal Constraints in Law and Mean Field Limit of Related Interacting Particle Systems
- A Two-Stage Model for High-Risk Prediction in Insurance Ratemaking
- Optimal feedback for stochastic linear quadratic control in infinite dimensions, progress and open problems
- Hybrid optimal impulse control
- Forward-Backward Stochastic Evolution Equation In Hilbert Space and Related Optimal Control Problem
- Weak observability and stabilization
- Bitcoin Mining and Electricity Consumption
- Backward Stackelberg Differential Game with Constraints
- Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems
- A type of globally solvable BSDEs with triangularly quadratic generators
- Global maximum principle for progressive optimal control of partially observed forward-backward stochastic systems with random jumps
- Propagation of Monotonicity for Mean Field Games
- Spike Variations for Stochastic Volterra Integral Equations
- Some splitting algorithms for multistage stochastic variational inequalities
- State-dependent temperature control for Langevin diffusions
- Stochastic Verification Theorem for Infinite Dimensional Stochastic Control Systems
- Overcoming the curse of dimensionality: from nonlinear Monte Carlo to the training of neural networks
- Numerical analysis of stochastic Poisson systems
- Intermittency for hyperbolic Anderson equations with time-independent Gaussian noise: Stratonovich regime
- Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method
- Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Ga
- Stochastic maximum principle under nonlinear expectation
- A global maximum principle for optimal control of stochastic evolution equations with recursive utilities
- An Extended Merton Problem with Tracking Monotone Benchmark Process
- Probabilistic Framework of Howard's Policy Iteration: BML Evaluation and Robust Convergence Analysis
- Hitting probability of Gaussian random fields and collision of eigenvalues of random matrices
- Metastability for expanding bubbles on a sticky substrate
- Optimal stopping without time consistency
- 分布参数系统最优控制的长时间行为
- Backward stochastic differential equations with nonlinear Young driver
- The Gaussian Mixture Optimal Transport Ensemble Kalman Filter and its application to predict the capacity fade of lithium-ion batteries
- Self-organized criticality and avalanches in 2D forest fires
- Hydrodynamic limit of interacting particle systems
- Hydrodynamic limit of interacting particle systems
- Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games
- A Dynamic Principal Agent Problem with One-sided Commitment
- A Mean Field Game Approach to Equilibrium Consumption under External Habit Formation
- Well-posedness and Asymptotics of Mckean-Vlasov SPDE
- Poisson's equation for Markov chains: bounds and monotonicity
- Arm exponents for metric graph Gaussian free fields
- On Atypical Behaviors of Martingale Limits and Level Sets in Branching Random Walks
- 极小生成森林中树的数目
- Gaussian deconvolution and the lace expansion
- Time fractional equations and anomalous sub-diffusions
- Convergence Rates of Robust Limit Theorems under Nonlinear Expectations: A Monotone Scheme Analysis
- Optimal Investment Strategy for α-Robust Utility Maximization Problem
- Limit theorems for critical and subcritical branching random walk
- On the Exponential Ergodicity and Large and Moderate Deviations of Stochastic Relaxation Damping Hamiltonian Systems
- Dual Representation of Unbounded Dynamic Concave Utilities
- Causal feedback strategies for controlled stochastic Volterra systems: a unified treatment
- Moments and asymptotics for a class of SPDEs with space-time white noise
- Sampling on manifolds using SDEs
- Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical α-stable Lévy processes
- 发展方程最优控制的渐进性
- The Parabolic Anderson Model and Negative Curvature
- On the pinning model in correlated Gaussian random environments
- Rough SDEs and Applications
- Numerical Error Bounds Near Sharp Interface Limit for Stochastic Reaction-Diffusion Equations
- Minimal control time for linear hyperbolic balance laws
- On Monotonicity Conditions for Mean Field Game Master Equations
- 线性系统动态补偿理论的应用
- 刘维尔量子引力在统计物理中的应用
- On the empty balls of branching random walks
- Observability inequality, log-type Hausdorff content and heat equations
- Reconstruc ng the Geometry of Random Geometric Graphs
- Anticipated backward stochastic evolution equations and maximum principle for path-dependent systems in infinite dimension
- Central limit theorem for the linear spectral statistics of sample covariance matrix with random population
- Ergodic properties of some continuous-state branching-type processes
LIMIT THEOREMS FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS
Abstract：
We establish various limit theorems for multivalued stochastic dierential equations with non-Lipschitz continuous coefficients:
Moreover, a global semi-flow is obtained for stochastic dierential equations reflected in closed, convex domains.
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Department of Mathematics, SUSTech