7 citations · 12 across the 3 of their papers we have counts for
5 papers
A representation formula for the probability density in stochastic dynamical systems with memory
Fang Yang, Xu Sun
Marcus stochastic delay differential equations (SDDEs) are often used to model stochastic dynamical systems with memory in science and engineering. Since no infinitesimal generator…
On the abrupt change of the maximum likelihood state in a simplified stochastic thermohaline circulation system
Fang Yang, Xu Sun, Jinqiao Duan
The maximum likelihood state for a simplified stochastic thermohaline circulation model is investigated. It is shown that a jump occurs for the maximum likelihood state during tran…
Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance
Yayun Zheng, Fang Yang, Jinqiao Duan +1
Mathematical models for complex systems under random fluctuations often certain uncertain parameters. However, quantifying model uncertainty for a stochastic differential equation…
The tipping times in an Arctic sea ice system under influence of extreme events
Fang Yang, Yayun Zheng, Jinqiao Duan +2
In light of the rapid recent retreat of Arctic sea ice, the extreme weather events triggering the variability in Arctic ice cover has drawn increasing attention. A non-Gaussian …
The maximum likelihood climate change for global warming under the influence of greenhouse effect and Lévy noise
Yayun Zheng, Fang Yang, Jinqiao Duan +3
An abrupt climatic transition could be triggered by a single extreme event, an -stable non-Gaussian Lévy noise is regarded as a type of noise to generate such extreme events. In…