284 results on '"Shu, Huisheng"'
Search Results
2. The valuation of options on discrete dividend-paying stocks.
3. Optimal portfolio strategy of wealth process: a Lévy process model-based method
4. Optimal mean-variance investment and reinsurance strategies with a general Lévy process risk model
5. Stability of stochastic Gilpin-Ayala model driven by α-stable process under regime switching.
6. Non-fragile H∞ control for body slip angle of electric vehicles with onboard vision systems: The dynamic event-triggering approach
7. Finite-time resilient [formula omitted] state estimation for discrete-time delayed neural networks under dynamic event-triggered mechanism
8. Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal
9. The Impact of Regional Socio-Economic Development on Spatial and Temporal Differences in the Distribution Pattern of Top-Tier Education in China
10. A dynamically event-triggered approach to recursive filtering with censored measurements and parameter uncertainties
11. Maximum likelihood estimation for the reflected stochastic linear system with a large signal
12. Parameter estimation for integrated Ornstein–Uhlenbeck processes with small Lévy noises
13. Optimal portfolio and reinsurance with two differential risky assets.
14. Sampled-Data Synchronization Control and State Estimation for Complex Networks
15. Sampled-Data Approach to Distributed H ∞ Filtering in Sensor Networks
16. Distributed H ∞ Filtering for Polynomial Systems in Sensor Networks
17. Quantized H ∞ Control for Time-Delay Systems with Missing Measurements
18. H ∞ Filtering with Missing Measurements and Randomly Varying Sensor Delays
19. Distributed H ∞-Consensus Filtering in Sensor Networks
20. H ∞ Filtering with Randomly Occurring Sensor Saturations and Missing Measurements
21. Filtering with Randomly Occurring Nonlinearities, Quantization, and Packet Dropouts
22. Introduction
23. Conclusions and Future Work
24. Bounded H ∞ Synchronization and State Estimation for Complex Networks
25. The valuation of options on discrete dividend-paying stocks
26. Pricing Equity-Indexed Annuities under a Stochastic Dividend Model
27. Almost sure [formula omitted] filtering for nonlinear hybrid stochastic systems with mode-dependent interval delays
28. Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching
29. Robust H ∞ Control for Itô Stochastic Systems with Markovian Switching and Probabilistic Sampling
30. Trajectory fitting estimation for a class of SDEs with small Lévy noises
31. H∞ output-feedback control with randomly occurring distributed delays and nonlinearities subject to sensor saturations and channel fadings
32. Parameter estimation for generalized Ait-Sahalia-type interest rate model.
33. State estimation for discrete-time delayed neural networks with fractional uncertainties and sensor saturations
34. [formula omitted] consensus control for multi-agent systems with missing measurements: The finite-horizon case
35. Robust Recursive Filtering for Stochastic Systems With Time-Correlated Fading Channels
36. Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy Noises
37. Option pricing under a Markov-modulated Merton jump-diffusion dividend.
38. Optimal Quota-Share and Excess-of-Loss Reinsurance and Investment with Heston's Stochastic Volatility Model.
39. Distributed [formula omitted] state estimation with stochastic parameters and nonlinearities through sensor networks: The finite-horizon case
40. Optimal portfolio and reinsurance with two differential risky assets
41. Nonparametric estimation of periodic signal disturbed by α-stable noises
42. An adaptive simulated annealing and artificial fish swarm algorithm for the optimization of multi-depot express delivery vehicle routing
43. Optimal portfolio selection with liability management and Markov switching under constrained variance
44. Almost sure state estimation for nonlinear stochastic systems with Markovian switching
45. Robust [formula omitted] finite-horizon filtering with randomly occurred nonlinearities and quantization effects
46. Global asymptotic stability of uncertain stochastic bi-directional associative memory networks with discrete and distributed delays
47. Option pricing under a Markov-modulated Merton jump-diffusion dividend
48. Nonlinear H∞ control of stochastic time-delay systems with Markovian switching
49. Parameter estimation for non-stationary reflected Ornstein–Uhlenbeck processes driven by [formula omitted]-stable noises
50. Filtering for networked stochastic time-delay systems with sector nonlinearity
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.