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Smooth densities of the laws of perturbed diffusion processes Journal article
Statistics and Probability Letters, 2016,Volume: 119,Page: 55-62
Authors:  Xu,Lihu;  Yue,Wen;  Zhang,Tusheng
Favorite  |  View/Download:4/0  |  Submit date:2019/06/03
Malliavin Differentiability  Perturbed Diffusion Processes  Smooth Density  
A fast accurate approximation method with multigrid solver for two-dimensional fractional sub-diffusion equation Journal article
Journal of Computational Physics, 2016,Volume: 323,Page: 204-218
Authors:  Lin,Xue lei;  Lu,Xin;  Ng,Micheal K.;  Sun,Hai Wei
Favorite  |  View/Download:8/0  |  Submit date:2019/05/27
Block Lower Triangular Toeplitz Matrix  Block Ε-circulant Approximation  Fractional Sub-diffusion Equations  Multigrid Method  
Real-time video stylization using spatial-temporal gabor filtering Conference paper
Proceedings - VRCAI 2016: 15th ACM SIGGRAPH Conference on Virtual-Reality Continuum and Its Applications in Industry, Beijing Normal Univ, Zhuhai, PEOPLES R CHINA, DEC 03-04, 2016
Authors:  Wang R.;  Li P.;  Sheng B.;  Sun H.;  Wu E.
Favorite  |  View/Download:11/0  |  Submit date:2019/02/13
Feature Space  Gabor Flow  Spatial-temporal Processing  Temporal Coherence  Video Stylization  
On CSCS-based iteration method for tempered fractional diffusion equations Journal article
Japan Journal of Industrial and Applied Mathematics, 2016,Volume: 33,Issue: 3,Page: 583-597
Authors:  Qu W.;  Lei S.-L.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/14
Circulant And skew-Circulant Splitting Iteration  Fast Fourier Transform  Preconditioner  Tempered Fractional Diffusion Equation  Toeplitz Matrix  
Lability of secondary organic particulate matter Journal article
Proceedings of the National Academy of Sciences of the United States of America, 2016,Volume: 113,Issue: 45,Page: 12643-12648
Authors:  Liu P.;  Li Y.J.;  Wang Y.;  Gilles M.K.;  Zaveri R.A.;  Bertram A.K.;  Martin S.T.
Favorite  |  View/Download:5/0  |  Submit date:2018/10/30
Atmospheric Chemistry  Secondary Organic Aerosol  Evaporation  
The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields Journal article
Journal of Mathematical Physics, 2016,Volume: 57,Issue: 7
Authors:  Chen,Yong;  Ge,Hao;  Xiong,Jie;  Xu,Lihu
Favorite  |  View/Download:4/0  |  Submit date:2019/06/03
Estimating integrated co-volatility with partially miss-ordered high frequency data Journal article
Statistical Inference for Stochastic Processes, 2016,Volume: 19,Issue: 2,Page: 175-197
Authors:  Liu Z.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/14
Central Limit Theorem  Diffusion Model  High Frequency Data  Multiple Transactions  Stable Convergence  
Multilevel circulant preconditioner for high-dimensional fractional diffusion equations Journal article
East Asian Journal on Applied Mathematics, 2016,Volume: 6,Issue: 2,Page: 109-130
Authors:  Lei S.-L.;  Chen X.;  Zhang X.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/14
Gmres Method  High-dimensional Two-sided Fractional Diffusion Equation  Implicit Finite Difference Method  Multilevel Circulant Preconditioner  Unconditionally Stable  
Asymptotics of Sample Entropy Production Rate for Stochastic Differential Equations Journal article
Journal of Statistical Physics, 2016,Volume: 163,Issue: 5,Page: 1211-1234
Authors:  Wang,Feng Yu;  Xiong,Jie;  Xu,Lihu
Favorite  |  View/Download:4/0  |  Submit date:2019/06/03
Sample Entropy Production Rate  Central Limit Theorem  Moderate Deviation Principle  Logarithmic Iteration Law  Stochastic Differential Equation  Harnack Inequality  
A Compact Difference Scheme for Fractional Sub-diffusion Equations with the Spatially Variable Coefficient Under Neumann Boundary Conditions Journal article
Journal of Scientific Computing, 2016,Volume: 66,Issue: 2,Page: 725-739
Authors:  Vong S.;  Lyu P.;  Wang Z.
Favorite  |  View/Download:4/0  |  Submit date:2018/12/24
Compact Difference Scheme  Energy Method  Fractional Sub-diffusion Equation  Neumann Boundary Conditions  Variable Coefficient