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A three-level finite difference method with preconditioning technique for two-dimensional nonlinear fractional complex Ginzburg–Landau equations Journal article
Journal of Computational and Applied Mathematics, 2021,Volume: 389
Authors:  Zhang,Qifeng;  Zhang,Lu;  Sun,Hai wei
Favorite |  | TC[WOS]:6 TC[Scopus]:6 | Submit date:2021/03/09
Boundedness  Circulant Preconditioner  Crank–nicolson Scheme  Space Fractional Ginzburg–landau Equation  
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models Journal article
Computers and Mathematics with Applications, 2020,Volume: 79,Issue: 2,Page: 440-456
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2021/03/09
Finite difference method  Finite moment log stable model  Preconditioner  Rainbow options pricing  Two-dimensional fractional partial differential equation  
Crank-Nicolson-weighted-shifted-Grünwald-difference schemes for space Riesz variable-order fractional diffusion equations Journal article
Numerical Algorithms, 2020
Authors:  Lin,Fu Rong;  Wang,Qiu Ya;  Jin,Xiao Qing
Favorite |  | TC[WOS]:3 TC[Scopus]:1 | Submit date:2021/03/09
Accuracy  CN-WSGD scheme  Stability  Variable-order fractional derivative  
Attitude estimation using high-grade gyroscopes Journal article
Control Engineering Practice, 2019,Volume: 92
Authors:  Joel Reis;  Pedro Batista;  Paulo Oliveira;  Carlos Silvestre
Favorite |  | TC[WOS]:1 TC[Scopus]:2 | Submit date:2021/03/09
Attitude Observer  Earth Angular Rotation  Inertial Reference Vector  Kalman Filter  Special Orthogonal Group  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/05/22
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Globally exponentially stable attitude observer with Earth velocity estimation Journal article
Asian Journal of Control, 2019,Volume: 21,Issue: 4,Page: 1409-1422
Authors:  Pedro Batista;  Carlos Silvestre;  Paulo Oliveira
Favorite |  | TC[WOS]:4 TC[Scopus]:6 | Submit date:2021/03/09
Attitude  Earth Angular Velocity  Estimation  Observers  
Adaptive output-feedback finite-time stabilisation of stochastic non-linear systems with application to a two-stage chemical reactor Journal article
IET Control Theory and Applications, 2019,Volume: 13,Issue: 4,Page: 534-542
Authors:  Sui,Shuai;  Chen,C. L.Philip
Favorite |  | TC[WOS]:4 TC[Scopus]:4 | Submit date:2021/03/09
A mathematical analysis of improved EigenAnt algorithm Journal article
Journal of Experimental and Theoretical Artificial Intelligence, 2019,Volume: 31,Issue: 2,Page: 291-309
Authors:  Gou G.;  Zhao Y.;  Li Q.;  Xu Q.
Favorite |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/04/04
Ant colony optimisation  convergence analysis  EigenAnt Algorithm  stability analysis  swarm intelligence  
Approximation of stable law in Wasserstein-1 distance by Stein’s method Journal article
ANNALS OF APPLIED PROBABILITY, 2019,Volume: 29,Issue: 1,Page: 458-504
Authors:  Xu, Lihu
Favorite |  | TC[WOS]:6 TC[Scopus]:5 | Submit date:2019/01/17
Stable Approximation  Wasserstein-1 Distance (W-1 Distance)  Stein's Method  L-1 Discrepancy  Normal Domain Of Attraction Of Stable Law  Alpha-stable Processes