刘暐

论文

[1] 刘暐·Truncated Euler-Maruyama method for time-changed stochastic differential equations with super-linear state variables and H?lder’s continuous time variables·Journal of Computational Mathematics,43
[2] 刘暐·Stabilization of hybrid systems by event-triggered control based on discrete-time state observations·SIAM Journal on Control and Optimization,63
[3] 刘暐·Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with sup er-linear coefficients·APPLIED MATHEMATICS LETTERS,卷: 139
[4] 刘暐·Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations·BIT NUMERICAL MATHEMATICS,卷: 60期: 4页: 1133-1151
[5] 刘暐·The semi-implicit euler-maruyama method for nonlinear non-autonomous stochastic differential equations driven by a class of lévy processes·ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS,卷: 59期: 5页: 2329-2348
[6] 刘暐·Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients·ADVANCES IN APPLIED MATHEMATICS AND MECHANICS,卷: 15期: 3页: 651-683
[7] 刘暐·Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations·AUTOMATICA,卷: 140
[8] 刘暐·Theoretical and numerical analyses of stabilization of non-linear stochastic differential equations driven by Lévy processes via intermittent feedback controls·IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION,卷: 42期: 1
[9] 刘暐·Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations·APPLIED NUMERICAL MATHEMATICS,卷: 153页: 66-81
[10] 刘暐·Finite Time Blowup in L2 Sense of Solutions to SPDEs with Bernstein Functions of the Laplacian·POTENTIAL ANALYSIS,卷: 59期: 2页: 565-588
[12] 刘暐·Stabilization and destabilization of hybrid systems by periodic stochastic controls·SYSTEMS ＆ CONTROL LETTERS,卷: 152
[15] 刘暐·Truncated Milstein method for non-autonomous stochastic differential equations and its modification·JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,卷: 402
[16] 刘暐·Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods·STATISTICS ＆ PROBABILITY LETTERS,卷: 168

科研项目

[1] 刘暐.非全局Lipschitz条件下随机微分方程稳态分布的数值逼近及其应用,验收
[2] 刘暐.随机微分方程平稳分布的数值逼近及其应用,验收
[3] 刘暐.非全局Lipschitz条件下随机微分方程数值解平稳分布的研究,验收
[4] 刘暐.一类次扩散过程驱动的随机微分方程的数值方法,在研
[5] 刘暐.非全局Lipschitz条件下时间变换的随机微分方程的数值方法,在研
[6] 刘暐.随机微分方程数值方法的依分布稳定性研究,在研
[7] 刘暐.非线性条件下随机微分方程数值解的弱收敛性及其应用,在研
[8] 刘暐.时间变换的随机微分方程的数值方法,在研