8 citations · 17 across the 9 of their papers we have counts for
9 papers
Kalman-Bucy filtering and minimum mean square estimator under uncertainty
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun +1
In this paper, we study a generalized Kalman-Bucy filtering problem under uncertainty. The drift uncertainty for both signal process and observation process is considered and the a…
The Neyman-Pearson lemma for convex expectations
Sun Chuanfeng, Ji Shaolin
We study the Neyman-Pearson theory for convex expectations (convex risk measures) on . Without assuming that the level sets of penalty functions are weakly compact,…
The Neyman-Pearson lemma for convex expectations
Chuanfeng Sun, Shaolin Ji
We study the Neyman-Pearson problem for convex expectations on L^{\infty}(μ). The existence of the optimal test is given. Without assuming that the level sets of penalty functions…
A filtering problem with uncertainty in observation
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
This paper is concerned with a generalized Kalman-Bucy filtering model and corresponding robust problem under model uncertainty. We find that this robust problem is equivalent to c…
A robust Kalman-Bucy filtering problem
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
A generalized Kalman-Bucy model under model uncertainty and a corresponding robust problem are studied in this paper. We find that this robust problem is equivalent to an estimate…
The minimum mean square estimator of integrable variables under sublinear operators
Shaolin Ji, Chuiliu Kong, Chuanfeng Sun
In this paper, we study the minimum mean square estimator for non-bounded random variables under sublinear operators. The existence and uniqueness of the minimum mean square estima…
Evolution of a quantum harmonic oscillator coupled to a minimal thermal environment
A. Vidiella-Barranco
In this paper it is studied the influence of a minimal thermal environment on the dynamics of a quantum harmonic oscillator (labelled A), prepared in a coherent state. The environm…
Two laws of large numbers for sublinear expectations
Wenhao Li, Chuanfeng Sun
In this paper, we consider the sublinear expectation on bounded random variables. With the notion of uncorrelatedness for random variables under the sublinear expectation, a weak l…
The minimum mean square estimator for a sublinear operator
Ji Shaolin, Sun Chuanfeng
In this paper, we study the minimum mean square estimator for a sublinear operator. Under some mild assumptions, we prove the existence and uniqueness of the minimum mean square es…