We study the persistence of lower-dimensional tori in Hamiltonian systems of the form H(x,y,z)=〈ω,y〉+12〈z,M(ω)z〉+εP(x,y,z,ω),
where (x,y,z)∈T n ×R n ×R 2m , ε is a small parameter, …

We study the existence of quasi-periodic, invariant tori in a nearly integrable Hamiltonian
system of high order proper degeneracy, ie, the integrable part of the Hamiltonian involves …

In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck
processes. Least squares method is used to obtain continuous-type and discrete-type …

In this paper, we study the stochastic optimal control problem for control systems with time-varying
delay. The corresponding state equation is a kind of stochastic differential delay …

In this paper, we investigate the parameter estimation problem for generalized diffusion
processes with two-sided reflected barriers. The estimator is obtained using the nonlinear least …

We investigate the optimal control problems for backward doubly stochastic control systems.
As a necessary condition of the optimal control we obtain a stochastic maximum principle. …

In this paper, the existence of periodic solutions of Fokker–Planck equations is obtained by
discussing the existence of periodic solutions in distribution for some stochastic differential …

The threshold Ornstein–Uhlenbeck process is a stochastic process governed by m Ornstein–Uhlenbeck
subprocesses with the i th playing a role whenever the underlying process is in …

In this paper, we study the discrete time filtering problems for linear systems driven by fractional
noises. The main difficulty comes from the non-Markovian of the noises. We construct the …

In this paper, we study the optimal control problem for system driven by mixed fractional
Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the …