孙惠

2025

The Ensemble Schr{ö}dinger Bridge filter for Nonlinear Data Assimilation

Foundations of Data Science

DOI

2025

Batch sample-wise stochastic optimal control via stochastic maximum principle

Numerical Algebra, Control and Optimization

DOI

2024

Solving high dimensional FBSDE with deep signature techniques with application to nonlinear options pricing

Discrete and Continuous Dynamical Systems - B

DOI

2024

Convergence Analysis for an Online Data-Driven Feedback Control Algorithm

Mathematics

DOI

2024

Numerical Analysis for Convergence of a Sample-Wise Backpropagation Method for Training Stochastic Neural Networks

SIAM Journal on Numerical Analysis

DOI

2026

A Sample-Wise Adjoint Regression Framework for Mean-Field Control with Connections to Adjoint Matching

arXiv preprint

2023

Parameter Estimation for the Truncated KdV Model through a Direct Filter Method

arXiv preprint

2021

Meshfree Approximation for Stochastic Optimal Control Problems

arXiv preprint

2020

Rigorous criteria for anomalous waves induced by abrupt depth change using truncated KdV statistical mechanics

arXiv preprint

2020

Hysteresis and Linear Stability Analysis on Multiple Steady-State Solutions to the Poisson--Nernst--Planck equations with Steric Interactions

arXiv preprint

DOI

2017

Computational Study on Hysteresis of Ion Channels: Multiple Solutions to Steady-State Poisson--Nernst--Planck Equations

arXiv preprint