38 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Shandong UniversityCN15 papers
- Academy of Mathematics and Systems ScienceCN6 papers
- Qilu University of TechnologyCN6 papers
- Hong Kong Polytechnic UniversityHK4 papers
- Qilu Hospital of Shandong UniversityCN3 papers
- Carleton UniversityCA2 papers
- Centre National de la Recherche ScientifiqueFR2 papers
- Chinese Academy of SciencesCN2 papers
- Fudan UniversityCN2 papers
- Harbin Institute of TechnologyCN2 papers
- Hong Kong University of Science and TechnologyHK2 papers
- Hunan UniversityCN2 papers
6 papers · 1 filter
Convergence rates in precise asymptotics for a kind of complete moment convergence
Lingtao Kong, Hongshuai Dai
In Liu and Lin (Statist. Probab. Letters, 2006), they introduced a kind of complete moment convergence which includes complete convergence as a special case. Inspired by the study…
Multidimensional BSDEs with uniformly continuous coefficients: the general result
Min Li, Yufeng Shi
In this paper, by introducing a new notion of envelope of the stochastic process, we construct a family of random differential equations whose solutions can be viewed as solutions…
Image tag completion by local learning
Jingyan Wang, Yihua Zhou, Haoxiang Wang +3
The problem of tag completion is to learn the missing tags of an image. In this paper, we propose to learn a tag scoring vector for each image by local linear learning. A local lin…
Convergence rate in precise asymptotics for Davis law of large numbers
Lingtao Kong
Let be a sequence of i.i.d. random variables with partial sums . Based on the classical Baum-Katz theorem, a paper by Heyde in 1975 initiated the…
Anticipating backward stochastic Volterra integral equations
Jiaqiang Wen, Yufeng Shi
We introduce and study a new type of integral equations called anticipating backward stochastic Volterra integral equations (anticipating BSVIEs). In these equations the generator…
High order numerical schemes for second-order FBSDEs with applications to stochastic optimal control
Kong Tao, Weidong Zhao, Tao Zhou
This is one of our series papers on multistep schemes for solving forward backward stochastic differential equations (FBSDEs) and related problems. Here we extend (with non-trivial…