尹居良

2026

Secure cyber-physical systems: Identification and mitigation strategies for Markovian chain-based FDI attacks

ISA Transactions

DOI

2025

Adaptive cybersecurity in bio-medical modules: A dynamic programming neural network-based protection for Markov-chain fabricated data attacks

Engineering Applications of Artificial Intelligence

DOI

2025

Variable selection in partially linear regression models for time series

Communication in Statistics- Theory and Methods

DOI

2025

Detecting jumps in stochastic volatility jump-diffusion models via the power variation approach

AIMS Mathematics

DOI

2023

非对称广义正态分布的估计及应用

《数理统计与管理》，Vol. 42, No. 5

下载原文

2023

统计学专业基础课混合式教学模式探究——以几何与代数课程为例

《高教学刊》

2023

Bayesian Φ q -optimal designs for multi-factor additive non linear models with heteroscedastic errors

Communication in Statistics- Theory and Methods

DOI

2023

A new theorem on finite‐time stability of stochastic homogeneous systems and its application

Asian Journal of Control

DOI

2023

Asymptotics of the general GEE estimator for high-dimensional longitudinal data

Communication in Statistics- Theory and Methods

DOI

2023

Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes

Fractal and Fractional

DOI

2022

二阶最小二乘估计下多因子非线性模型的贝叶斯Ψq-最优设计

《系统科学与数学》

2022

Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model

Journal of Industrial and Management Optimization

DOI

2022

Domain stabilization in probability in a fixed time for nonlinear stochastic systems via feedback control

International Journal of Robust and Nonlinear Control

DOI

2022

Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market

Methodology And Computing In Applied Probability

DOI

2022

Maximum likelihood estimation for quantile autoregression models with Markovian switching

Communication in Statistics- Theory and Methods

DOI

2022

Markov switching quantile regression models with time-varying transition probabilities

Journal of the Korean Statistical Society

DOI

2022

Simultaneous variable selection and estimation for longitudinal ordinal data with a diverging number of covariates

AIMS Mathematics

DOI

2021

B-spline estimation in varying coefficient models with correlated errors

AIMS Mathematics

DOI

2021

Spline estimation of partially linear regression models for time series with correlated errors

Communications in Statistics - Simulation and Computation

DOI

2021

Output feedback domain stabilization in probability in fixed time for nonlinear stochastic systems

Journal of the Franklin Institute

DOI

2021

Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates

Communication in Statistics- Theory and Methods

DOI

2020

Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control

International Journal of Robust and Nonlinear Control

DOI

2020

Numerical characteristics and parameter estimation of finite mixed generalized normal distribution

Communications in Statistics - Simulation and Computation

DOI

2019

New Lyapunov conditions of stochastic finite-time stability and instability of nonlinear time-varying SDEs

International Journal of Control

DOI

2019

Generalized Lyapunov criteria on finite-time stability of stochastic nonlinear systems

Automatica

DOI

2018

马氏转移高敏感跳扩散CKLS模型的解及金融应用

《系统工程理论与实践》，Vol. 38, No. 9

下载原文

2018

纵向数据下部分线性模型的估计与性质

《数理统计与管理》，Vol. 37, No. 5

下载原文DOI

2015

马氏转移高敏感均值回复随机微分过程的欧拉数值解及实证分析应用

《中山大学学报(自然科学版)(中英文)》

2015

Some properties of finite-time stable stochastic nonlinear systems

Applied Mathematics and Computation

DOI

2013

Finite-time stabilization of stochastic nonlinear systems in strict-feedback form

at - Automatisierungstechnik

DOI

2012

Adaptive finite-time stabilization of a class of stochastic nonlinear systems

International Conference on Control, Automation, Robotics and Vision

DOI

2012

Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty

DOI

2011

Comments on "Finite-time stability theorem of stochastic nonlinear systems" [Automatica 46 (2010) 2105-2108]

at - Automatisierungstechnik

DOI

2011

Forward–backward SDEs with random terminal time and applications to pricing special European-type options for a large investor

DOI

2011

Finite-time stability and instability of stochastic nonlinear systems

at - Automatisierungstechnik

DOI

2011

A finite-time stability theorem of stochastic nonlinear systems and stabilization designs

IEEE Conference on Industrial Electronics and Applications

DOI

2010

Multi-dimensional backward stochastic differential equations with one reflecting lower barrier of Itô diffusion type

DOI

2009

Generalized Stochastic Delay Lotka–Volterra Systems

DOI

2008

无穷水平跳扩散正—倒向随机微分方程的解与比较定理

《中山大学学报(自然科学版)(中英文)》

2008

《数据分析与统计计算》课程设计与教学探讨

《科教文汇》

2008

On solutions of a class of infinite horizon FBSDEs

DOI

2008

The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

DOI

2008

On Solutions and Comparison Theorems of Infinite Horizon Forward-Backward Stochastic Differential Equations with Poisson Jumps

2007

Hilbert space-valued forward–backward stochastic differential equations with Poisson jumps and applications

DOI

2005

非寿险公司实际偿付能力的计算与比较

《统计与决策》

下载原文

2005

跳跃-扩散型金融市场中股票期权的定价

《统计与决策》

下载原文

2003

广义保险模型的破产概率问题研究

《应用数学》

2003

On Solutions of Forward‐Backward Stochastic Differential Equations with Poisson Jumps

DOI

2001

人寿保险中随机Thiele微分方程的另一方法及应用(英文)

《应用概率统计》

1998

随机赔偿、随机折现下的保险概率模型及若干结果

《应用概率统计》