Jinqiao Duan

Q: What Schools Are Affiliated With Jinqiao Duan

Jinqiao Duan is affiliated with the following schools: University of California, Berkeley, Illinois Institute of Technology, University of California, Los Angeles, Stanford University, Cornell University

Jinqiao Duan's AcademicInfluence.com Rankings

Jinqiao Duan

Computer Science

#4174

World Rank

#4391

Historical Rank

Computational Linguistics

#368

World Rank

#374

Historical Rank

Machine Learning

#771

World Rank

#782

Historical Rank

Artificial Intelligence

#977

World Rank

#995

Historical Rank

computer-science Degrees

Download Badge

Computer Science

Jinqiao Duan's Degrees

PhD Computer Science Stanford University
Masters Computer Science University of California, Berkeley
Bachelors Computer Science University of California, Berkeley

Similar Degrees You Can Earn

Why Is Jinqiao Duan Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Jinqiao Duan is a professor of mathematics at Illinois Institute of Technology, Chicago, USA. He is known for scientific contributions to stochastic and nonlinear dynamics, stochastic partial differential equations, non-equilibrium statistical physics, and applications to biophysical & geophysical sciences. His current research also includes data science & stochastic dynamics, stochastic Hamilton/Contact dynamics & geometric mechanics, and open quantum dynamics & stochastic dynamics. His particular contributions include a random invariant manifold framework, effective reduction and approximation, quantifying non-Gaussian stochastic dynamics by nonlocal partial differential equations, a nonlocal Kramers-Moyal formula, non-Gaussian data assimilation, Onsager-Machlup action functional theory, and transitions between metastable states for stochastic dynamical systems .

(See a Problem?)

Jinqiao Duan's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

THE GARCH OPTION PRICING MODEL (1995) (1154)
MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT (1994) (379)
Augmented GARCH (p,q) process and its diffusion limit (1997) (363)
Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter (1999) (309)
INVARIANT MANIFOLDS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (2003) (273)
An Introduction to Stochastic Dynamics (2015) (256)
Multiperiod Corporate Default Prediction - A Forward Intensity Approach (2012) (250)
Empirical Martingale Simulation for Asset Prices (1995) (215)
Fractional Fokker-Planck Equation for Nonlinear Stochastic Differential Equations Driven by Non-Gaussian Levy Stable Noises (1999) (174)
Systematic Risk and the Price Structure of Individual Equity Options (2009) (155)
American option pricing under GARCH by a Markov chain approximation (2001) (152)
An averaging principle for stochastic dynamical systems with Lévy noise (2011) (147)
Stochastic bifurcations in a bistable Duffing-Van der Pol oscillator with colored noise. (2011) (144)
Smooth Stable and Unstable Manifolds for Stochastic Evolutionary Equations (2004) (142)
Correction: Maximum Likelihood Estimation Using Price Data of the Derivative Contract (Mathematical Finance 1994, 4/2, 155–167) (2000) (139)
Jump and Volatility Risk Premiums Implied by VIX (2008) (132)
Effective Dynamics of Stochastic Partial Differential Equations (2014) (127)
Option pricing under regime switching (2002) (120)
Large deviations for the Boussinesq equations under random influences (2008) (118)
Restoration of rhythmicity in diffusively coupled dynamical networks (2015) (118)
Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises (2009) (115)
Fixed-rate deposit insurance and risk-shifting behavior at commercial banks (1992) (114)
APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING (2006) (113)
Limit set of trajectories of the coupled viscous Burgers' equations (1996) (104)
On the Equivalence of the KMV and Maximum Likelihood Methods for Structural Credit Risk Models (2005) (100)
Lévy noise-induced stochastic resonance in a bistable system (2012) (93)
Mean Exit Time and Escape Probability for Dynamical Systems Driven by Lévy Noises (2012) (93)
Deposit insurance and bank interest rate risk: Pricing and regulatory implications (1995) (93)
Option valuation with co-integrated asset prices (2000) (91)
Three-Dimensional Turbulent Bottom Density Currents from a High-Order Nonhydrostatic Spectral Element Model (2004) (91)
Complex projective synchronization in coupled chaotic complex dynamical systems (2012) (88)
Large eddy simulation of stratified mixing in two-dimensional dam-break problem in a rectangular enclosed domain (2007) (84)
Navier-Stokes, Fluid Dynamics, and Image and Video Inpainting (2001) (83)
Pricing Hang Seng Index options around the Asian financial crisis – A GARCH approach (2001) (79)
Probability and partial differential equations in modern applied mathematics (2005) (73)
Approximating the GJR-GARCH and EGARCH option pricing models analytically (2006) (71)
Measuring Distance-to-Default for Financial and Non-Financial Firms (2012) (70)
Global existence theory for a generalized Ginzburg-Landau equation (1992) (69)
Volatility and maturity effects in the Nikkei index futures (1999) (67)
Regularity, approximation and asymptotic dynamics for a generalized Ginzburg-Landau equation (1993) (66)
A public good approach to credit ratings – From concept to reality (2012) (66)
Jump Starting GARCH: Pricing and Hedging Options With Jumps in Returns and Volatilities (2006) (65)
The 3D Quasigeostrophic Fluid Dynamics Under Random Forcing On Boundary (2000) (65)
Executive stock options and incentive effects due to systematic risk (2005) (64)
Pricing Discretely Monitored Barrier Options by a Markov Chain (2003) (61)
Transitions in a genetic transcriptional regulatory system under Lévy motion (2016) (59)
Large scale recurrent neural network on GPU (2014) (57)
Capital standard, forbearance and deposit insurance pricing under GARCH (1999) (55)
Pricing Foreign Currency and Cross-Currency Options Under GARCH (1999) (55)
A novel compact ADI scheme for two-dimensional Riesz space fractional nonlinear reaction-diffusion equations (2019) (55)
Non-autonomous dynamics of wave equations with nonlinear damping and critical nonlinearity (2006) (53)
Estimating Merton's Model by Maximum Likelihood with Survivorship Consideration (2004) (53)
Fluid Exchange across a Meandering Jet Quasiperiodic Variability (1996) (53)
Entrainment in bottom gravity currents over complex topography from three‐dimensional nonhydrostatic simulations (2004) (53)
Linearized compact ADI schemes for nonlinear time-fractional Schrödinger equations (2018) (52)
Density-Tempered Marginalized Sequential Monte Carlo Samplers (2013) (51)
Forbearance and Pricing Deposit Insurance in a Multiperiod Framework (1994) (50)
Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (2013) (50)
Maximum likelihood estimation of deposit insurance value with interest rate risk (2002) (49)
An Analytical Approximation for the GARCH Option Pricing Model Journal of Computational Finance (1999) (48)
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk (2005) (46)
Asymptotic behavior of solutions for random wave equations with nonlinear damping and white noise (2011) (45)
Exponential stability of non-autonomous stochastic partial differential equations with finite memory (2007) (45)
Stochastic parameterization for large eddy simulation of geophysical flows (2006) (44)
Recent development in stochastic dynamics and stochastic analysis (2010) (43)
Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker-Planck Equation and Physics-informed Neural Networks (2020) (43)
Stochastic Averaging Principle for Dynamical Systems with Fractional Brownian Motion (2013) (42)
Probabilistic structural dynamics of protein folding (2000) (42)
On the Cauchy problem of a generalized Ginzburg-Landau equation (1994) (42)
Uniform Attractors for Nonautonomous Wave Equations with Nonlinear Damping (2006) (42)
Asymptotics for the Generalized Two-Dimensional Ginzburg–Landau Equation (2000) (41)
Stochastic basins of attraction for metastable states. (2016) (41)
A two-level linearized compact ADI scheme for two-dimensional nonlinear reaction-diffusion equations (2018) (40)
Stochastic dynamics of a coupled atmosphere-ocean model (2002) (39)
Nonlinear filtering of stochastic dynamical systems with Lévy noises (2015) (39)
Forward-Looking Market Risk Premium (2013) (38)
Assessing the cost of Taiwan's deposit insurance (1994) (36)
On the Initial-Value Problem for the Generalized Two-Dimensional Ginzburg–Landau Equation☆ (1997) (36)
A Unified Theory of Option Pricing under Stochastic Volatility from GARCH to Diffusion (1994) (36)
Random attractor for the Ladyzhenskaya model with additive noise (2010) (35)
Non-autonomous wave dynamics with memory --- asymptotic regularity and uniform attractor (2008) (35)
Large deviations and approximations for slow–fast stochastic reaction–diffusion equations (2012) (33)
Lagrangian transport and chaos in the near wake of the flow around an obstacle: a numerical implementation of lobe dynamics (1997) (33)
AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (2011) (33)
Slow Manifolds for Multi-Time-Scale Stochastic Evolutionary Systems (2012) (33)
Fronts, domain walls and pulses in a generalized Ginzburg-Landau equation (1995) (33)
Lévy noise-induced escape in an excitable system (2017) (33)
A Specification Test for Time Series Models by a Normality (2004) (33)
Handbook of Computational Finance (2012) (32)
Infinite-Dimensional Linear Dynamical Systems with Chaoticity (1998) (32)
Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions (2007) (31)
Impacts of noise on a class of partial differential equations (2014) (31)
Dynamics of a Nonlocal Kuramoto–Sivashinsky Equation (1998) (31)
Learning and meta-learning of stochastic advection–diffusion–reaction systems from sparse measurements (2019) (31)
Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes (2012) (31)
A DYNAMICAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (2006) (30)
Homogenized Dynamics of Stochastic Partial Differential Equations with Dynamical Boundary Conditions (2007) (30)
Loan commitments, investment decisions and the signalling equilibrium (1993) (29)
Almost Periodic Solutions and Global Attractors of Non-autonomous Navier–Stokes Equations (2004) (29)
Data assimilation and parameter estimation for a multiscale stochastic system with α-stable Lévy noise (2017) (28)
Most probable dynamics of some nonlinear systems under noisy fluctuations (2016) (28)
Emergence of amplitude and oscillation death in identical coupled oscillators. (2014) (28)
Most probable dynamics of a genetic regulatory network under stable Lévy noise (2018) (28)
The maximum likelihood climate change for global warming under the influence of greenhouse effect and Lévy noise. (2019) (28)
A linear chaotic quantum harmonic oscillator (1998) (27)
Approximation for random stable manifolds under multiplicative correlated noises (2016) (27)
Particle dynamics and transport enhancement in a confined channel with position-dependent diffusivity (2020) (27)
A Stochastic Pitchfork Bifurcation in Most Probable Phase Portraits (2018) (26)
Dissipative Quasi-geostrophic Dynamics under Random Forcing (1998) (24)
An impact of noise on invariant manifolds in nonlinear dynamical systems (2010) (24)
Price and Volatility Dynamics Implied by the VIX Term Structure (2011) (24)
A Data-Driven Approach for Discovering Stochastic Dynamical Systems with Non-Gaussian Levy Noise (2020) (24)
Onsager-Machlup action functional for stochastic partial differential equations with Levy noise. (2020) (24)
Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises (2015) (24)
The Cauchy problem for the Ostrovsky equation with positive dispersion (2015) (24)
The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process (2018) (23)
On the stochastic Kuramoto—Sivanshinsky equation (2001) (23)
An alternative expression for stochastic dynamical systems with parametric Poisson white noise (2013) (23)
Asymptotic Distribution of the EMS Option Price Estimator (2001) (23)
Synchronization of systems of Marcus canonical equations driven by α-stable noises☆ (2010) (23)
Multiperiod Corporate Default Prediction with the Partially-Conditioned Forward Intensity (2013) (22)
Asymptotic dynamical difference between the nonlocal and local Swift–Hohenberg models (1998) (22)
Default Correlations and Large-Portfolio Credit Analysis (2016) (22)
A simple long-memory equilibrium interest rate model (1996) (22)
Lévy noise induced transition and enhanced stability in a gene regulatory network. (2018) (22)
Effective Macroscopic Dynamics of Stochastic Partial Differential Equations in Perforated Domains (2007) (22)
Asymmetric non-Gaussian effects in a tumor growth model with immunization (2012) (21)
An Impact of Stochastic Dynamic Boundary Conditions on the Evolution of the Cahn-Hilliard System (2006) (21)
Enhancing dynamical robustness in aging networks of coupled nonlinear oscillators (2016) (21)
Asymptotic behavior for a semilinear second order evolution equation (2011) (21)
On the Stochastic Kuramoto-Sivashinsky Equation (1999) (21)
Approximation of Random Slow Manifolds and Settling of Inertial Particles Under Uncertainty (2012) (20)
Synchronization of Dissipative Dynamical Systems Driven by Non-Gaussian Lévy Noises (2009) (20)
Synchronization of an evolving complex hyper-network (2012) (19)
The effect of nonlocal interactions on the dynamics of the Ginzburg-Landau equation (1996) (19)
Most probable transition pathways and maximal likely trajectories in a genetic regulatory system (2019) (19)
Cascading Defaults and Systemic Risk of a Banking Network (2013) (18)
Likelihood for transcriptions in a genetic regulatory system under asymmetric stable Lévy noise. (2017) (18)
Nonparametric Option Pricing by Transformation (2002) (18)
Ergodicity of stochastically forced large scale geophysical flows (2001) (18)
On the shape Conley index theory of semiflows on complete metric spaces (2015) (17)
Geometric shape of invariant manifolds for a class of stochastic partial differential equations (2010) (17)
Symbolic Representations of Iterated Maps (2000) (17)
A computational analysis for mean exit time under non-Gaussian Lévy noises (2011) (17)
The tipping times in an Arctic sea ice system under influence of extreme events. (2020) (17)
Slow foliation of a slow-fast stochastic evolutionary system (2013) (16)
Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise. (2020) (16)
Seize the Moments: Approximating American Option Prices in the GARCH Framework (2002) (16)
State estimation under non-Gaussian Levy noise: A modified Kalman filtering method (2013) (16)
Escape probability, mean residence time and geophysical fluid particle dynamics (1999) (16)
Effective filtering on a random slow manifold (2017) (16)
Detecting the maximum likelihood transition path from data of stochastic dynamical systems. (2020) (16)
Simulating Stochastic Inertial Manifolds by a Backward-Forward Approach (2012) (16)
Metastability for discontinuous dynamical systems under Lévy noise: Case study on Amazonian Vegetation (2017) (15)
Stability and convergence of compact finite difference method for parabolic problems with delay (2018) (15)
On global attractors for a class of nonhyperbolic piecewise affine maps (2008) (15)
Default Probabilities of Privately Held Firms (2015) (15)
Clustered Defaults (2010) (15)
Dissipative Quasi-Geostrophic Motion under Temporally Almost Periodic Forcing☆☆☆ (1999) (15)
Global attractors and invariant measures for non-invertible planar piecewise isometric maps (2007) (15)
Recurrent motions in the nonautonomous Navier-Stokes system (2003) (14)
A Wong-Zakai approximation for random invariant manifolds (2017) (14)
Impact of boundary conditions on entrainment and transport in gravity currents (2006) (13)
A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory (2009) (13)
A parameter estimation method based on random slow manifolds (2013) (13)
Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion (2017) (13)
Approximating Dynamics of a Singularly Perturbed Stochastic Wave Equation with a Random Dynamical Boundary Condition (2012) (13)
A stable estimator of the information matrix under EM for dependent data (2011) (13)
Spanning with Index Options (1992) (12)
Centre manifolds for stochastic evolution equations (2015) (12)
Invariant manifold reduction for stochastic dynamical systems (2006) (12)
Existence and regularity of a linear nonlocal Fokker–Planck equation with growing drift (2017) (12)
Transitions between metastable states in a simplified model for the thermohaline circulation under random fluctuations (2019) (12)
An intermediate regime for exit phenomena driven by non-Gaussian Levy noises (2008) (12)
Effects of Lévy noise on the FitzHugh-Nagumo model: A perspective on the maximal likely trajectories. (2019) (12)
Actuarial Par Spread and Empirical Pricing of CDS by Decomposition (2014) (12)
Convergence of global attractors of a 2D non-Newtonian system to the global attractor of the 2D Navier-Stokes system (2013) (12)
Escape Probability for Stochastic Dynamical Systems with Jumps (2011) (12)
Most probable dynamics of stochastic dynamical systems with exponentially light jump fluctuations. (2020) (11)
Discovering mean residence time and escape probability from data of stochastic dynamical systems. (2019) (11)
Mean Exit Time and Escape Probability for a Tumor Growth System under Non-Gaussian noise (2011) (11)
Stationary measures for stochastic differential equations with jumps (2012) (11)
Bridging the Boussinesq and primitive equations through spatio-temporal filtering (2010) (11)
Managing banks' duration gaps when interest rates are stochastic and equity has limited liability (1999) (11)
Machine learning framework for computing the most probable paths of stochastic dynamical systems. (2020) (11)
The influences of correlated spatially random perturbations on first passage time in a linear-cubic potential. (2019) (11)
Generalization of the second Bogolyubov's theorem for non-almost periodic systems (2003) (10)
Rare events in the Boussinesq system with fluctuating dynamical boundary conditions (2010) (10)
Escape Probability and Mean Residence Time in Random Flows with Unsteady Drift (1999) (10)
Exponential stability of the quasigeostrophic equation under random perturbations (2004) (10)
Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative α-stable noises (2020) (10)
Dynamics of quasi-geostrophic fluid motion with rapidly oscillating Coriolis force (2003) (10)
How Frequently Does the Stock Price Jump? { An Analysis of High-Frequency Data with Microstructure Noises (2007) (10)
Random Dynamics of the Boussinesq System with Dynamical Boundary Conditions (2009) (10)
Small probability events for two-layer geophysical flows under uncertainty (2008) (10)
Probabilistic Dynamics of Two-Layer Geophysical Flows (2001) (10)
An averaging principle for fractional stochastic differential equations with Lévy noise. (2020) (10)
Quantifying model uncertainty in dynamical systems driven by non-Gaussian Lévy stable noise with observations on mean exit time or escape probability (2016) (10)
Learning the temporal evolution of multivariate densities via normalizing flows (2021) (10)
State transitions in the Morris-Lecar model under stable Lévy noise (2019) (9)
Extracting stochastic governing laws by non-local Kramers–Moyal formulae (2021) (9)
Non-Gaussian Bridge Sampling with an Application (2015) (9)
Short and Long Memory in Equilibrium Interest Rate Dynamics (2001) (9)
Martingale and Weak Solutions for a Stochastic Nonlocal Burgers Equation on Bounded Intervals (2014) (9)
Semi-Nonparametric Estimation of the Call Price Surface Under No-Arbitrage Constraints (2012) (9)
General matrix-valued inhomogeneous linear stochastic differential equations and applications (2008) (9)
Determining functionals for random partial differential equations (2001) (9)
Effective Filtering Analysis for Non-Gaussian Dynamic Systems (2018) (9)
Is long memory necessary? An empirical investigation of nonnegative interest rate processes (2008) (9)
Hamiltonian systems with Lévy noise: Symplecticity, Hamilton’s principle and averaging principle (2018) (8)
Upper semicontinuity of Global attractors for 2D Navier-Stokes equations (2012) (8)
A logistic-harvest model with allee effect under multiplicative noise (2020) (8)
A nonlocal Fokker-Planck equation for non-Gaussian stochastic dynamical systems (2015) (8)
Term Structure and Bond Option Pricing under GARCH (1996) (8)
Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise (2018) (8)
Discovering governing equation from data for multi-stable energy harvester under white noise (2021) (8)
Exponential stability of the multi-layer quasi-geostrophic ocean model with delays (2009) (8)
Dynamics of transport under random fluxes on the boundary (2008) (8)
Derivation of Fokker-Planck equations for stochastic dynamical systems under excitation of multiplicative non-Gaussian white noise (2014) (8)
Characterization of the most probable transition paths of stochastic dynamical systems with stable Lévy noise (2018) (8)
Slow manifolds for a nonlocal fast-slow stochastic system with stable Lévy noise (2019) (8)
Recurrent motions and global attractors of non-autonomous Lorenz systems (2004) (8)
Topological equivalence for discontinuous random dynamical systems and applications (2012) (8)
Stochastic Quantification of Missing Mechanisms in Dynamical Systems (2009) (8)
Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise (2019) (8)
Asymptotic methods for stochastic dynamical systems with small non-Gaussian L\'evy noise (2012) (7)
A regularity result for the nonlocal Fokker-Planck equation with Ornstein-Uhlenbeck drift (2015) (7)
Fokker-Planck equation driven by asymmetric Lévy motion (2018) (7)
Extracting Governing Laws from Sample Path Data of Non-Gaussian Stochastic Dynamical Systems (2021) (7)
Quantifying Model Uncertainties in Complex Systems (2011) (7)
Stochastic bifurcation for two-time-scale dynamical system with α-stable Lévy noise (2021) (7)
A Taylor expansion approach for solving partial differential equations with random Neumann boundary conditions (2011) (7)
Maximum principles for nonlocal parabolic Waldenfels operators (2016) (7)
Invariant manifold reduction and bifurcation for stochastic partial differential equations (2006) (7)
On a coupled Kuramoto–Sivashinsky and Ginzburg–Landau-type model for the Marangoni convection (1997) (7)
Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law (2016) (7)
Approximation of invariant foliations for stochastic dynamical systems (2011) (7)
Multiplicity of solutions in maximum likelihood factor analysis (1993) (7)
Determining functionals for random partial differential equations (2003) (7)
On a stochastic nonlocal conservation law in a bounded domain (2016) (7)
Time-periodic quasigeostrophic motion under dissipation and forcing (1998) (7)
Option Valuation with Jumps in Returns and Volatility (2002) (7)
Maximum likelihood estimation of stochastic differential equations with random effects driven by fractional Brownian motion (2020) (7)
Chaotic Properties of Subshifts Generated by a Nonperiodic Recurrent Orbit (1999) (7)
Structure of the set of bounded solutions for a class of nonautonomous second-order differential equations (2009) (7)
A sufficient condition for bifurcation in random dynamical systems (2009) (7)
Predictability of the Burgers dynamics under model uncertainty (2006) (7)
A Markov Chain Method for Pricing Contingent Claims (2003) (7)
Behavioral synchronization induced by epidemic spread in complex networks. (2017) (7)
Dynamical inference for transitions in stochastic systems with α-stable Lévy noise (2015) (7)
Is Systematic Risk Priced in Options? (2006) (7)
Wave-breaking and moderate deviations of the stochastic Camassa–Holm equation with pure jump noise (2021) (7)
A Newton linearized compact finite difference scheme for one class of Sobolev equations (2018) (7)
An end-to-end deep learning approach for extracting stochastic dynamical systems with α-stable Lévy noise (2022) (7)
Stochastic modeling of unresolved scales in complex systems (2008) (7)
The Cauchy problem for a two-dimensional generalized Kadomtsev–Petviashvili-I equation in anisotropic Sobolev spaces (2017) (7)
Large deviations for slow-fast stochastic partial differential equations (2010) (6)
State space decomposition for non-autonomous dynamical systems (2009) (6)
Random Dynamics of the Stochastic Boussinesq Equations Driven by Lévy Noises (2013) (6)
Predicting Recovery Rate at the Time of Corporate Default (2014) (6)
Forward attraction of pullback attractors and synchronizing behavior of gradient-like systems with nonautonomous perturbations (2019) (6)
Approximation of random invariant manifolds for a stochastic Swift-Hohenberg equation (2016) (6)
Perspectives in Mathematical Sciences (2010) (6)
Slow manifold for a nonlocal stochastic evolutionary system with fast and slow components (2017) (6)
Recurrent Solutions of a Nonautonomous Modified Swift-Hohenberg Equation (2019) (6)
Large deviations for the stochastic quasigeostrophic equation with multiplicative noise (2010) (6)
Elementary bifurcations for a simple dynamical system under non-Gaussian Levy noises (2012) (6)
Global well-posedness of the stochastic Camassa–Holm equation (2021) (6)
Ergodic dynamics of the stochastic Swift–Hohenberg system (2004) (6)
Bounded and unbounded solutions of a discontinuous oscillator at resonance (2018) (6)
CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE (2009) (6)
ALMOST PERIODIC MOTIONS AND GLOBAL ATTRACTORS OF THE NONAUTONOMOUS NAVIER-STOKES EQUATIONS (5)
Homogenization of Periodic Linear Nonlocal Partial Differential Equations (2018) (5)
Chapter 4 – Stochastic Partial Differential Equations (2014) (5)
Homogenization of Stable-like Feller Processes (2018) (5)
Lévy noise induced escape in the Morris–Lecar model (2018) (5)
Dynamics of a coupled atmosphere–ocean model (2004) (5)
Dynamical behavior of the activator-repressor circuit model under random fluctuations (2011) (5)
Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations (2021) (5)
Stochastic bifurcation in single-species model induced by α-stable Lévy noise (2020) (5)
A Stable Estimator for the Information Matrix under EM (2007) (5)
Financial Network and Systemic Risk via Forward ‐ Looking Partial Default Correlations (2017) (5)
Stochastic turbulence for Burgers equation driven by cylindrical Lévy process (2021) (5)
An Optimal Control Method to Compute the Most Likely Transition Path for Stochastic Dynamical Systems with Jumps (2022) (5)
Some implications of traded options on the pricing of the underlying stock (1992) (5)
Approximation of the inertial manifold for a nonlocal dynamical system (2014) (4)
Predictability in Nonlinear Dynamical Systems with Model Uncertainty (2008) (4)
Elementary bifurcations for a simple dynamical system under non-Gaussian Lévy noises (2012) (4)
Feedback Stabilization for Oseen Fluid Equations: A Stochastic Approach (2005) (4)
Lyapunov exponents of stochastic differential equations driven by Lévy processes (2016) (4)
Maximum Likelihood Estimation of Structural Credit Spread Models-Deterministic and Stochastic Interest Rates (2002) (4)
Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions (2012) (4)
Kinetic Solutions for Nonlocal Scalar Conservation Laws (2017) (4)
Complex projective synchronization in coupled chaotic complex dynamical systems (2011) (4)
Modeling Colored Noise by Fractional Brownian Motion (2010) (4)
Evolution systems of measures for stochastic flows (2010) (4)
Averaging principle for quasi-geostrophic motion under rapidly oscillating forcing (2005) (4)
White noise driven Ostrovsky equation (2019) (4)
Risk Premium and Pricing of Derivatives in Complete Markets (1991) (4)
Approximation representation of parameterizing manifold and non-Markovian reduced systems for a stochastic Swift-Hohenberg equation (2016) (4)
Global Mild Solutions and Attractors for Stochastic Viscous Cahn-Hilliard Equation (2011) (4)
Stochastic regularization for transport equations (2020) (4)
Extracting stochastic dynamical systems with α-stable Lévy noise from data (2021) (4)
Generalized Stable Multivariate Distribution and Anisotropic Dilations (1999) (4)
Global well-posedness of a stochastic coupled Kuramoto–Sivashinsky and Ginzburg–Landau-type model for the Marangoni convection (2012) (4)
Compactly Generated Shape Index Theory and its Application to a Retarded Nonautonomous Parabolic Equation (2018) (4)
Enstrophy dynamics of stochastically forced large-scale geophysical flows (2001) (4)
Symbolic representation of iterated maps (2001) (4)
Target search of a protein on DNA in the presence of position-dependent bias (2018) (4)
Action Functionals for Stochastic Differential Equations with Lévy Noise (2019) (4)
Slow manifolds for stochastic systems with non-Gaussian stable Lévy noise (2017) (4)
A MARKOV JUMP PROCESS APPROXIMATION OF THE STOCHASTIC BURGERS EQUATION (2004) (4)
Almost periodic passive tracer dispersion (1999) (3)
Variable Selection with Big Data based on Zero Norm and via Sequential Monte Carlo (2019) (3)
Nonlocal elliptic equations involving measures (2015) (3)
Estimating Distance-to-Default with a Sector-Specific Liability Adjustment via Sequential Monte Carlo (2017) (3)
Extracting stochastic dynamical systems with $\alpha$-stable L\'evy noise from data (2021) (3)
Default Probabilities and Interest Expenses of Privately Held Firms (2012) (3)
Maximal likely phase lines for a reduced ice growth model (2019) (3)
Symplectic Euler scheme for Hamiltonian stochastic differential equations driven by Levy noise (2020) (3)
Extracting Non-Gaussian Governing Laws from Data on Mean Exit Time (2020) (3)
A parameter estimator based on Smoluchowski-Kramers approximation (2018) (3)
Schauder estimates for stochastic transport-diffusion equations with Lévy processes (2017) (3)
Identifying stochastic governing equations from data of the most probable transition trajectories (2020) (3)
Global solution and blow-up of the stochastic nonlinear Schrödinger system (2019) (3)
Deposit insurance and risk-shifting behaviour at commercial banks (1990) (3)
Effective reduction of a three-dimensional circadian oscillator model (2019) (3)
Enhanced PD-implied ratings by targeting the credit rating migration matrix (2021) (3)
Cascading Defaults and Systemic Risk of a Banking System (2013) (3)
A remark on the three dimensional baroclinic quasi-geostrophic dynamics (1998) (3)
Maximum principles for nonlocal parabolic Waldenfels operators (2016) (3)
Center manifolds for stochastic evolution equations (2012) (3)
Instability of small-amplitude periodic waves from fold-Hopf bifurcation (2020) (3)
A role of random slow manifolds in detecting stochastic bifurcation (2018) (3)
On Diversification Discount - The Effect of Leverage (2006) (3)
Non-Gaussian dynamics of a tumor growth system with immunization (2012) (3)
Indexing Executive Stock Options Relatively (2003) (3)
Effective dynamics of a coupled microscopic-macroscopic stochastic system (2010) (3)
Estimating the most probable transition time for stochastic dynamical systems (2020) (3)
Centre manifolds for infinite dimensional random dynamical systems (2013) (3)
Smooth solution of a nonlocal Fokker-Planck equation associated with stochastic systems with Lévy noise (2016) (3)
Data-driven method to learn the most probable transition pathway and stochastic differential equations (2021) (3)
Compactly Generated Shape Index for Infinite-dimensional Local Dynamical Systems on Complete Metric Spaces (2018) (3)
Mean exit time for stochastic dynamical systems driven by tempered stable Lévy fluctuations (2018) (3)
The maximum likelihood climate change for global warming under the influence of greenhouse effect and Levy noise (2019) (3)
Local-momentum autoregression and the modeling of interest rate term structure (2016) (2)
Global Well-posedness of the Stochastic Generalized Kuramoto-Sivashinsky Equation with Multiplicative Noise (2018) (2)
Existence and uniqueness of $W^{1,r}_{loc}$-solutions for stochastic transport equations (2017) (2)
Maximum Likelihood Estimation of Latent Variable Models by SMC with Marginalization and Data Cloning (2017) (2)
Predictability in Spatially Extended Systems with Model Uncertainty (2008) (2)
Stochastic Calculus in Hilbert Space (2014) (2)
The Cauchy problem for two dimensional fifth-order Kadomtsev-Petviashvili-I equation in anisotropic Sobolev spaces (2017) (2)
Global solutions for a nonlocal Ginzberg-Landau equation and a nonlocal Fokker-Plank equation (2013) (2)
Impact of Correlated Noises on Additive Dynamical Systems (2014) (2)
Most Probable Transitions from Metastable to Oscillatory Regimes in a Carbon Cycle System (2021) (2)
Energetic Variation with the Anderson Hamiltonian (2021) (2)
Data-cloning SMC2: A global optimizer for maximum likelihood estimation of latent variable models (2020) (2)
The Most Probable Transition Paths of Stochastic Dynamical Systems: Equivalent Description and Characterization (2021) (2)
Kantorovich–Rubinstein distance and approximation for non-local Fokker–Planck equations (2021) (2)
Canonical Sample Spaces for Random Dynamical Systems (2009) (2)
Competition promotes the persistence of populations in ecosystems (2016) (2)
Dynamical Analysis of Stochastic COVID-19 Model with Jump-Diffusion (2020) (2)
The 3D quasigeostrophic equation under random perturbation (2000) (2)
Effective reduction and dynamics of a circadian oscillator model. (2019) (2)
A Wiener–Hopf approximation technique for a multiple plate diffraction problem (2004) (2)
PD-Implied Ratings via Referencing a Credit Rating/Scoring Pool’s Default Experience (2020) (2)
Slow Manifold and Parameter Estimation for a Nonlocal Fast-Slow Dynamical System with Brownian Motion (2021) (2)
On nonlinear amplitude evolution under stochastic forcing (2000) (2)
Bifurcation in Mean Phase Portraits for Stochastic Dynamical Systems with Multiplicative Gaussian Noise (2018) (2)
The Estimation of Deposit Insurance with Interest Rate Risk (1998) (2)
Stochastic nonlocal conservation laws on whole space (2019) (2)
Pseudorandom numbers for conformal measures (2009) (2)
Effective wave factorization for a stochastic Schrödinger equation (2020) (2)
Influence of extreme events modeled by Lévy flight on global thermohaline circulation stability (2020) (2)
Liquidity and Default (2014) (2)
Dynamics of the Tyson–Hong–Thron–Novak circadian oscillator model (2020) (2)
Dynamics of the Thermohaline Circulation under Wind Forcing (2001) (2)
The effect of changing the Coriolis force gradient parameter on the escape probability and mean residence time (2001) (2)
Linear Response Theory for Nonlinear Stochastic Differential Equations with $$\alpha $$-Stable Lévy Noises (2021) (2)
Gevrey semigroup generated by −(Λ  + b ⋅ ∇) in Lp(Rn) (2020) (2)
Long-time behavior of a class of nonlocal partial differential equations (2018) (2)
Variational inference of the drift function for stochastic differential equations driven by Lévy processes. (2022) (2)
On the abrupt change of the maximum likelihood state in a simplified stochastic thermohaline circulation system. (2020) (2)
On a Linear Chaotic Quantum Harmonic Oscillator ∗ September 7 , 1997 (1997) (1)
Slow integral manifolds for Lagrangian fluid dynamics in unsteady geophysical flows (2007) (1)
Passive tracer dispersion with random or periodic source (1998) (1)
A data-driven approach for discovering the most probable transition pathway for a stochastic carbon cycle system. (2022) (1)
Variational methods and nonlinear quasigeostrophic waves (1999) (1)
Auto-SDE: Learning effective reduced dynamics from data-driven stochastic dynamical systems (2022) (1)
Boundary Blow-up Solutions to Nonlocal Elliptic Systems of Cooperative Type (2018) (1)
Multiplicative ergodic theorem for discontinuous random dynamical systems (2012) (1)
A nonlocal Fokker-Plank equation for non-Gaussian stochastic dynamical systems ∗ (2015) (1)
Fokker-Planck equations for nonlinear dynamical systems driven by multiplicative $\alpha$-stable L\'evy motions (2018) (1)
IMPACTS OF NOISE ON ORDINARY DIFFERENTIAL EQUATIONS (2018) (1)
Time Series Forecasting with Ensembled Stochastic Differential Equations Driven by Lévy Noise (2021) (1)
Dynamical behavior of a nonlocal Fokker-Planck equation for a stochastic system with tempered stable noise. (2021) (1)
The role of slow manifolds in parameter estimation for a multiscale stochastic system with α-stable Lévy noise (2020) (1)
A Sufficient Condition for Non-Explosion for a Class of Stochastic Partial Differential Equations (2010) (1)
Data-driven method to learn the most probable transition pathway and stochastic differential equation (2022) (1)
Random chain recurrent sets for random dynamical systems (2008) (1)
Convergence problem of Ostrovsky equation with rough data and random data (2020) (1)
A delay-dependent stability criterion for nonlinear stochastic delay-integro-differential equations (2011) (1)
Large deviations for stochastic systems of slow-fast diffusions with non-Gaussian L\'evy noises. (2019) (1)
Quantifying Model Uncertainties in the Space of Probability Measures (2012) (1)
Dynamics of the thermohaline circulation under uncertainty (2004) (1)
Linear Response Theory for Nonlinear Stochastic Differential Equations with ˛ -Stable Lévy Noises (2020) (1)
A Theory of Compact Hausdorff Shape in Hausdorff Spaces (2018) (1)
Fokker-Planck equation driven by asymmetric L\'evy motion (2018) (1)
Neural network stochastic differential equation models with applications to financial data forecasting (2021) (1)
Center manifolds for infinite dimensional random dynamical systems (2013) (1)
Effective dynamics of stochastic wave equation with a random dynamical boundary condition (2012) (1)
IMPACT OF α-STABLE LÉVY NOISE ON THE STOMMEL MODEL FOR THE THERMOHALINE CIRCULATION (2012) (1)
Impact of $\alpha$-stable Lévy noise on the Stommel model for the thermohaline circulation (2012) (1)
Parallel Neural Network Emulator For ECG Processing (1991) (1)
Mean escape time for randomly switching narrow gates in a steady flow (2020) (1)
Effective approximation for a nonlocal stochastic Schrödinger equation with oscillating potential (2019) (1)
Enstrophy and Ergodicity Of Gravity Currents (2004) (1)
A Multiplicative Ergodic Theorem for Discontinuous Random Dynamical Systems and Applications (2012) (1)
Trajectory and Attractor Convergence for a Nonlocal Kuramoto-Sivashinsky Equation (1998) (1)
Nonlocal Dynamics for Non-Gaussian Systems Arising in Biophysical Modeling (2019) (1)
Detecting stochastic governing laws with observation on stationary distributions (2023) (1)
Probabilistic pointwise convergence problem of some dispersive equations (2020) (1)
Nonlinear stability of one-layer geostrophic fronts (1996) (1)
A machine learning method for computing quasi-potential of stochastic dynamical systems (2022) (1)
Large Deviations for Stochastic Differential Equations Driven by Semimartingales. (2019) (1)
Dissipative Quasigeostrophic Dynamics under Random Forcing ∗ April 6 , 1998 (2008) (1)
An Onsager-Machlup approach to the most probable transition pathway for a genetic regulatory network. (2022) (1)
Random data Cauchy problem for a generalized KdV equation in the supercritical case (2017) (1)
Weak averaging principle for multiscale stochastic dynamical systems driven by $\alpha$-stable processes (2020) (1)
Mean escape time for randomly switching narrow gates in a cellular flow (2018) (1)
Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance (2020) (1)
An Equilibrium Model for Term Structure of Interest Rates with Consumption Commitments (2010) (1)
Option Pricing for Co-Integrated Assets (2002) (1)
Deep Learning in Asset Pricing∗ (2019) (1)
Numerical Pricing of Contingent Claims on Multiple Assets and/or Factors - A Low-Discrepancy Markov Chain Approach (2004) (1)
Regulation banks' interest rate risk when interest rates are stochastic and equity has limited liability (1992) (1)
A reply to “a note on the implications of traded options on the pricing of the underlying stock” (1994) (1)
A generalization of the Mittag–Leffler function and solution of system of fractional differential equations (2018) (0)
Lévy noise-induced stochastic resonance in a bistable system (2013) (0)
The tipping times in an Arctic sea ice system under influence of extreme events (2021) (0)
D S ] 2 7 A ug 2 00 4 Dynamics of a Coupled Atmosphere-Ocean Model (2008) (0)
An alternative expression of Di Paola and Falson's formula for stochastic dynamics (2012) (0)
Lagrangian Transport and Chaos in the near Wake of a Cylinder in the Time-periodic Regime: a Dynamical Systems Approach (2007) (0)
Numerical analysis and applications of Fokker-Planck equations with multiplicative Lévy noises (2019) (0)
Transitions between Ice-free and Ice-covered States in a Reduced Model (2019) (0)
Random Data Cauchy Problem for Some Dispersive Equations (2016) (0)
「證券商共同網路交易平台」之可行性分析; Feasibility Study of 'Shared Securities Firms Network Trading Platform' (2006) (0)
Diffusion approximation for diffusive time scale jump processes (2020) (0)
Pull-in instability analyses for NEMS actuators with quartic shape approximation (2015) (0)
Homogenization of Dissipative Hamiltonian Systems Under Lévy Fluctuations (2021) (0)
Chapter 7 – Stochastic Homogenization (2014) (0)
Modeling Nonlinear Phenomena by Dynamical Systems (1999) (0)
Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative $\alpha$-stable noises (2018) (0)
On Relative Category and Morse Decompositions for Dynamical Systems (2019) (0)
HETEROCLINIC POINTS OF MULTI-DIMENSIONAL DYNAMICAL SYSTEMS (2003) (0)
A ug 2 01 9 Large deviations for stochastic systems of slow-fast diffusions with non-Gaussian Lévy noises ✩ (2019) (0)
L noise-induced transitions in gene regulatory networks (2022) (0)
Analysis of multiscale methods for stochastic dynamical systems driven by $\alpha$-stable processes (2020) (0)
Homogenization Of A Nonlocal Stochastic Partial Differential Equation (2018) (0)
Effective Approximation for a Stochastic System with Large Potential (2020) (0)
WELL-POSEDNESS AND WAVE-BREAKING FOR THE STOCHASTIC ROTATION-TWO-COMPONENT CAMASSA-HOLM SYSTEM (2022) (0)
Non-autonomous and stochastic dynamics of oceanic gravity currents (2005) (0)
Geometric Methods for Stochastic Dynamical Systems (2018) (0)
Pointwise convergence problem of some dispersive equations with random data (2020) (0)
Report on the Workshop on “ Stochastic Dynamical Systems and Climate Modelling ” April 15-20 , 2007 , Banff International Research Station , Canada (2007) (0)
N ov 2 01 8 Geometric Methods for Stochastic Dynamical Systems ∗ (2018) (0)
Homogenization For Some Nonlocal Stochastic Partial Differential Equation (2018) (0)
L\'{e}vy noise-induced transitions in gene regulatory networks (2017) (0)
The persistence of synchronization under $\alpha$-stable noise (2019) (0)
Multiscale schemes for stochastic dynamical systems driven by $\alpha$-stable processes (2020) (0)
Stochastic Averaging Principles (2014) (0)
Some Recent Advances in Stochastic Dynamics in Geosciences (2010) (0)
Sharp well-posedness of the Cauchy problem for the rotation-modified Kadomtsev-Petviashvili equation in anisotropic Sobolev spaces (2020) (0)
Lyapunov Exponents for Stochastic Hamiltonian Systems with L\'evy noise (2020) (0)
Modulation analysis of the stochastic Camassa-Holm equation with pure jump noise (2023) (0)
A ug 2 00 4 ENSTROPHY AND ERGODICITY OF GRAVITY CURRENTS (2004) (0)
Analysis of multiscale methods for stochastic dynamical systems driven by α-stable processes (2022) (0)
Dynamic Macro Scenario Analysis via Bridge Sampling (2018) (0)
PREFACE (2016) (0)
Fractional Differential Equations and Multifractality (2001) (0)
Global Well-posedness of the Stochastic Kuramoto-Sivashinsky Equation with Multiplicative Noise (2011) (0)
Extracting Governing Laws from Sample Path Data of Non-Gaussian Stochastic Dynamical Systems (2022) (0)
Dispersion in flows with obstacles and uncertainty (2013) (0)
Bohmian trajectories of the time-oscillating Schrödinger equations. (2021) (0)
Averaging principle for multiscale stochastic dynamical systems driven by stable noises via Poisson equation (2020) (0)
A pr 1 99 9 On the Stochastic Kuramoto-Sivashinsky Equation (1999) (0)
The Fokker-Planck equation in the case of multiplicative $\alpha$-stable L\'evy motion and application (2018) (0)
Variational Methods and Nonlinear Quasigeostrophic Waves ∗ December 8 , 1998 (2004) (0)
The most probable dynamics of receptor-ligand binding on cell membrane (2023) (0)
Metastability for discontinuous dynamical systems under Lévy noise: Case study on Amazonian Vegetation (2017) (0)
Effective characterization for stochastic differential equations with tempered stable L\'evy fluctuations (2018) (0)
Transition events in a genetic regulatory system excited by multiplicative and asymmetric stable L\'evy noise (2017) (0)
Transition events in a genetic regulatory system under asymmetric stable L\'evy noise (2017) (0)
Approximation of Random Slow Manifolds and Settling of Inertial Particles Under Uncertainty (2015) (0)
Symplectic method for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus (2020) (0)
The Most Probable Transition Paths of Stochastic Dynamical Systems: A Sufficient and Necessary Characterization (2021) (0)
Detection of bistable structures via the Conley index and applications to biological systems (2021) (0)
Self-Consistent Multiscale Theory of Internal Wave, Mean-Flow Interactions (1999) (0)
A P ] 9 J ul 2 01 9 Recurrent Solutions of a Nonautonomous Modified Swift-Hohenberg Equation (2019) (0)
Computational Finance: An Introduction (2012) (0)
Effective Filtering Analysis for Non-Gaussian Dynamic Systems (2019) (0)
Preface for the Second Volume of the Special Issue Dedicated to the 65th Birthday of Björn Schmalfuß (2022) (0)
The Most Likely Transition Path for a Class of Distribution-Dependent Stochastic Systems (2021) (0)
Learning effective dynamics from data-driven stochastic systems. (2023) (0)
Nonparametric inference of stochastic differential equations based on the relative entropy rate (2021) (0)
Lyapunov exponents for Hamiltonian systems under small Lévy-type perturbations. (2020) (0)
Detecting the Most Probable High Dimensional Transition Pathway Based on Optimal Control Theory (2023) (0)
Stochastic Bifurcation in Single-Species Model Induced by $\alpha$-Stable $L\'evy$ Noise (2020) (0)
Slow Manifold Reduction (2014) (0)
Cost to Insurance Guaranty Fund with Interest Rate and Catastrophe Risks (2002) (0)
Economic Growths of ASEAN-5 Countries Impacted by Global and Domestic Credit Risks (0)
Dynamic Systems and Applications 16 ( 2007 ) 681-696 INVARIANT MANIFOLD REDUCTION FOR STOCHASTIC DYNAMICAL SYSTEMS (0)
Banks' deposit insurance liabilities: exogenous vs. managerial determinants (1995) (0)
Data-Cloning SMC 2 for Applications to Latent Variable Models (2018) (0)
Two-layer canard cycles in singularly perturbed planar systems with two canard points (2020) (0)
Sequential Monte Carlo optimization and statistical inference (2022) (0)
An exact arbitrage pricing model of capital assets : theory and evidence (1986) (0)
Modeling nonlinear random vibration: Implication of the energy conservation law ∗ (2012) (0)
Averaging Principle for Quasi-Geostrophic Motions under Rapidly Oscillating Forcing (2000) (0)
Homogenization of a Nonlocal Stochastic Schrodinger Equation with Oscillating Potential (2019) (0)
Time-periodically forced amplitude evolution in spatially extended nonlinear systems (2002) (0)
Perturbation of the spectra for asymptotically constant differential operators and applications (2022) (0)
State transitions in the Morris-Lecar model under stable Lévy noise (2020) (0)
PR ] 2 5 O ct 2 01 9 The persistence of synchronization under α-stable noise 1 (2019) (0)
Quantifying model uncertainty in non-Gaussian dynamical systems with observations on mean exit time or escape probability (2013) (0)
Convergence rate for homogenization of a nonlocal model with oscillating coefficients (2021) (0)
Deterministic Partial Differential Equations (2014) (0)
Ergodic dynamics of the coupled quasigeostrophic-flow-energy-balance system (2004) (0)
L ÉVY I NDUCED S TOCHASTIC D IFFERENTIAL E QUATION E QUIPPED WITH N EURAL N ETWORK FOR T IME S ERIES F ORECASTING (2022) (0)
D S ] 8 J un 1 99 8 Trajectory and Attractor Convergence for a Nonlocal Kuramoto-Sivashinsky Equation October (1997) (0)
Variance Bound, Robbins' (2006) (0)
Most Probable Evolution Trajectories in a Genetic Regulatory System Excited by Stable L\'evy Noise (2018) (0)
Chaoti Properties of SubshiftsGenerated by a Non-Periodi Re urrent Orbit July 1999 (1999) (0)
Homogenization of Non-symmetric Jump Processes (2018) (0)
RECURRENT MOTIONS AND GLOBAL ATTRACTORS OF NONAUTONOMOUS LORENZ SYSTEMS DAVID CHEBAN AND JINQIAO DUAN (2008) (0)
Gibbs Measure for the Higher Order Modified Camassa-Holm Equation (2021) (0)
The role of slow manifolds in parameter estimation for a multiscale stochastic system with $\alpha$-stable L\'evy noise. (2020) (0)
Boundary Blow-up Solutions to Nonlocal Elliptic Systems of Cooperative Type (2018) (0)
Nonlocal dynamics of passive tracer dispersion with random stopping (1999) (0)
Strong solution for stochastic transport equations with irregular drift: existence and non-existence (2017) (0)
N ov 2 01 8 Effective filtering analysis for non-Gaussian dynamic systems 1 (2018) (0)
APPLIED NONLINEAR STOCHASTIC DYNAMICS (1999) (0)
Proxy CDS Curves for Individual Corporates Globally (2017) (0)
Estimating Structural Credit Risk Models with Consideration of Survivorship (2003) (0)
Large Deviations for SDE driven by Heavy-tailed L\'evy Processes (2021) (0)
Multiperiod Corporate Default Prediction Through Neural Parametric Family Learning (2022) (0)
ACADEMIC AND ADMINISTRATIVE EXPERIENCE (2016) (0)
Multiplicative ergodic theorem for discontinuous cocycles (2012) (0)
Slow manifold and parameter estimation for a nonlocal fast-slow stochastic evolutionary system (2018) (0)
Numerical integration of stochastic contact Hamiltonian systems via stochastic Herglotz variational principle (2022) (0)
A ug 2 00 6 An impact of stochastic dynamic boundary conditions on the evolution of the Cahn-Hilliard system 1 Abbreviated Title : Impact of stochastic dynamic boundary conditions (2008) (0)
Fokker-Planck equation driven by asymmetric Lévy motion (2018) (0)
Ju l 2 00 6 Invariant manifold reduction for stochastic dynamical systems (2019) (0)
Random data Cauchy problem for the wave equation on compact manifold (2017) (0)
The Cauchy problem for the generalized KdV equation with rough data and random data (2021) (0)
Rolling with Random Slipping and Twisting: A Large Deviation Point of View (2019) (0)
Probabilistic Cauchy problem for the generalized KdV equation (2020) (0)
Influence of extreme events modeled by Lévy flight on Atlantic meridional overturning circulation stability (2021) (0)
Effective dynamicsof a coupled microscopic-macroscopic stochastic system (2010) (0)
Lyapunov exponents of discontinuous random dynamical systems (2012) (0)
CDS-Equivalent Physical Par Spread and Empirical Pricing of CDS by Decomposition (2014) (0)
Linear Response Theory for Nonlinear Stochastic Differential Equations with $\alpha$-stable L\'{e}vy Noises (2020) (0)
Quantifying Uncertainties in Complex Systems (2009) (0)
Data for: Data-Cloning SMC2 for Applications to Latent Variable Models (2020) (0)
Erratum: "Variational inference of the drift function for stochastic differential equations driven by Lévy processes" [Chaos 32, 061103 (2022)]. (2021) (0)
Microstructure Noise and the Dynamics of Volatility (2010) (0)
Pseudorandom Numbers for Conformal Measure (2009) (0)
A pr 2 00 1 PROBABILISTIC DYNAMICS OF TWO-LAYER GEOPHYSICAL FLOWS (0)
Generalized Path Optimization Problem for a Weighted Digraph over an Additively Idempotent Semiring (2020) (0)
O ct 2 00 7 A DYNAMICAL APPROXIMATION FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS (0)
M ay 2 00 1 Determining functionals for random partial differential equations (2001) (0)
Double canard cycles in singularly perturbed planar systems (2020) (0)
Effective Reduction for a Nonlocal Zakai Stochastic Partial Differential Equation in Data Assimilation (2018) (0)
A counting problem on lattice points in two-, three- and four-dimensional spaces (2022) (0)

This paper list is powered by the following services:

Other Resources About Jinqiao Duan

What Schools Are Affiliated With Jinqiao Duan?

Jinqiao Duan is affiliated with the following schools:

Jinqiao Duan's Academic­Influence.com Rankings

Jinqiao Duan's Degrees

Similar Degrees You Can Earn

Why Is Jinqiao Duan Influential?

Jinqiao Duan's Published Works

Published Works

Other Resources About Jinqiao Duan

What Schools Are Affiliated With Jinqiao Duan?

Jinqiao Duan's AcademicInfluence.com Rankings