中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
机构
数学与系统科学研究院 [3]
理论物理研究所 [2]
采集方式
OAI收割 [5]
内容类型
期刊论文 [5]
发表日期
2020 [2]
2009 [2]
2005 [1]
学科主题
Physics [2]
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A robust Kalman-Bucy filtering problem
期刊论文
OAI收割
AUTOMATICA, 2020, 卷号: 122, 页码: 6
作者:
Ji, Shaolin
;
Kong, Chuiliu
;
Sun, Chuanfeng
  |  
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2021/04/26
Kalman-Bucy filters
Model uncertainty
Robust estimation
Minimum mean square estimator
Minimax theorem
Sublinear operator
Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities
期刊论文
OAI收割
PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31
作者:
Gordina, Maria
;
Roeckner, Michael
;
Teplyaev, Alexander
  |  
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2020/09/23
Ornstein-Uhlenbeck process
Singular perturbation
Nonlinear infinite-dimensional stochastic differential equations
Non-Lipschitz monotone coefficients
Girsanov theorem
A generalized integral fluctuation theorem for general jump processes
期刊论文
OAI收割
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2009, 卷号: 42, 期号: 33, 页码: -
作者:
Liu, Fei
;
Ou-Yang, Zhong-can
;
Liu, F , Tsinghua Univ, Ctr Adv Study, Beijing 100084, Peoples R China
;
Luo, Yu-Pin
;
Huang, Ming-Chang
  |  
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2012/08/02
Free-energy Differences
Steady-state Thermodynamics
Stochastic Dynamics
Diffusion-processes
Entropy Production
Nonequilibrium
Equality
Heat
Generalized integral fluctuation theorem for diffusion processes
期刊论文
OAI收割
PHYSICAL REVIEW E, 2009, 卷号: 79, 期号: 6, 页码: -
作者:
Liu, Fei
;
Ou-Yang, Zhong-can
;
Liu, F , Tsinghua Univ, Ctr Adv Study, Beijing 100084, Peoples R China
  |  
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2012/08/02
Free-energy Differences
Steady-state Thermodynamics
Stochastic Dynamics
Entropy Production
Nonequilibrium
Systems
Equilibrium
Equality
powerutilitymaximizationinanexponentiallevymodelwithoutariskfreeasset
期刊论文
OAI收割
actamathematicaeapplicataesinica, 2005, 卷号: 21, 期号: 1, 页码: 145
作者:
Qing Zhou
  |  
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2020/01/10