Probability

[1] Semigroups of stochastic gradient descent and online principle component analysis: properties and diffusion approximations.

YUANYUAN FENG LEI LI Jian-Guo Liu

Probability mathscidoc:1905.28001

Comm. Math. Sci., 16, (3), 777–789, 2018
[ Download ] [ 2019-05-11 23:39:21 uploaded by jianguo ] [ 4 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[2] Stochastic Komatu-Loewner evolutions and BMD domain constant

Zhen-Qing Chen University of Washington Masatoshi Fukushima Osaka University

Probability mathscidoc:1904.28002

Stochastic Processes Appl., 128, 545-594, 2018
[ Download ] [ 2019-04-30 13:26:10 uploaded by zqchen ] [ 8 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[3] Chordal Komatu-Loewner equation and Brownian motion with darning in multiply connected domains

Zhen-Qing Chen University of Washington Masatoshi Fukushima Osaka University Steffen Rohde University of Washington

Probability mathscidoc:1904.28001

Trans. Amer. Math. Soc., 368, 4065-4114, 2016
[ Download ] [ 2019-04-30 13:19:47 uploaded by zqchen ] [ 9 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[4] Real-Time Solution of Time-Varying Yau Filtering Problems via Direct Method

Xiuqiong Chen Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Ji Shi Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China

Numerical Analysis and Scientific Computing Optimization and Control Probability mathscidoc:1904.25008

IEEE Transactions on Automatic Control, 64, (4), 1648-1654, 2019.4
[ Download ] [ 2019-04-18 16:02:16 uploaded by Stephenyau ] [ 13 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[5] Suboptimal Linear Estimation for Continuous-discrete Bilinear Systems

Xue Luo School of Mathematics and Systems Science, Beihang University, Beijing, P.R. China Xiuqiong Chen Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China

Numerical Analysis and Scientific Computing Optimization and Control Probability mathscidoc:1904.25007

Systems & Control Letters, 119, 92-100, 2018
[ Download ] [ 2019-04-18 11:45:54 uploaded by Stephenyau ] [ 13 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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