5 citations · 9 across the 11 of their papers we have counts for
14 papers
Siam-ALS: An Explainable Siamese Deep Learning Framework for Early ALS Detection Using EEG and Eye-Tracking Signals
Abdur Rahman, A. A. M. Muzahid, Istiak Ahmed +4
Amyotrophic lateral sclerosis (ALS) diagnosis remains challenging due to heterogeneous symptoms and reliance on clinical assessment, underscoring the need for objective, data-drive…
Behaviors near infinity for mutually enhancing continuous-state population dynamics
Jie Xiong, Xu Yang, Xiaowen Zhou
In this paper we consider a two-dimensional generalized continuous-state branching process with mutually enhancing two-way interactions characterized by two stochastic differential…
Extinction and extinguishment properties for a nonlinear predator-prey branching model
Lina Ji, Jie Xiong, Wen Xu +1
We study extinction and extinguishment in a two-type continuous-state nonlinear branching model driven by Brownian branching noise and spectrally positive stable jumps. The populat…
Well-posedness of the martingale problem for super-Brownian motion with interactive branching
Lina Ji, Jie Xiong, Xu Yang
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using th…
Boundary behaviors for a continuous-state nonlinear Neveu's branching process
Linyu Bai, Xu Yang
After generalizing the criteria introduced by Chen, we establish the necessary and sufficient conditions for the extinction, explosion and coming down from infinity of a continuous…
Well-posedness of martingale problem for SBM with interacting branching
Lina Ji, Jie Xiong, Xu Yang
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using th…
Boundary behaviors for a class of continuous-state nonlinear branching processes in critical cases
Shaojuan Ma, Xu Yang, Xiaowen Zhou
Using Foster-Lyapunov techniques we establish new conditions on non-extinction, non-explosion, coming down from infinity and staying infinite, respectively, for the general continu…
SPDEs with non-Lipschitz coefficients and nonhomogeous boundary conditions
Jie Xiong, Xu Yang
In this paper we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with no…
On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system
Yan-Xia Ren, Jie Xiong, Xu Yang +1
We study a two-dimensional process arising as the unique nonnegative solution to a pair of stochastic differential equations driven by independent Brownian motions and com…
The Calibration of Stochastic-Local Volatility Models - An Inverse Problem Perspective
Yuri F. Saporito, Xu Yang, Jorge P. Zubelli
We tackle the calibration of the so-called Stochastic-Local Volatility (SLV) model. This is the class of financial models that combines the local and stochastic volatility features…
A general continuous-state nonlinear branching process
Pei-Sen Li, Xu Yang, Xiaowen Zhou
In this paper we consider the unique nonnegative solution to the following generalized version of the stochastic differential equation for a continuous-state branching process. \be…
A distribution-function-valued SPDE and its applications
Li Wang, Xu Yang, Xiaowen Zhou
In this paper we further study the stochastic partial differential equation first proposed by Xiong (2013). Under localized conditions on the coefficients we show that the solution…
Data driven recovery of local volatility surfaces
Vinicius Albani, Uri M. Ascher, Xu Yang +1
This paper examines issues of data completion and location uncertainty, popular in many practical PDE-based inverse problems, in the context of option calibration via recovery of l…
Pathwise uniqueness for a SPDE with Hölder continuous coefficient driven by α-stable noise
Xu Yang, Xiaowen Zhou
In this paper we study the pathwise uniqueness of solution to the following stochastic partial differential equation (SPDE) with Hölder continuous coefficient: \begin{eqnarray*} \f…