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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：A decomposition of pollution intensity in China's value-added trade
中国 增值贸易 污染强度 分解
2023/4/24
Based on a multi-regional input-output model, this study explores the temporal changes and driving forces of China's environmental losses relative to its economic gains from international trade with e...
ASYMPTOTIC EQUIVALENCE OF ESTIMATING A POISSON INTENSITY AND A POSITIVE DIFFUSION DRIFT
ASYMPTOTIC EQUIVALENCE ESTIMATING A POISSON INTENSITY POSITIVE DIFFUSION DRIFT
2015/8/25
We consider a diffusion model of small variance type with positive drift density varying in a nonparametric set. We investigate Gaussian and Poisson approximations to this model in the sense of asympt...
Spanning trees of graphs on surfaces and the intensity of loop-erased random walk on Z^2
Uniform spanning tree loop-erased random walk abelian sandpile model
2011/9/14
Abstract: We show how to compute the probabilities of various connection topologies for uniformly random spanning trees on graphs embedded in surfaces. As an application, we show how to compute the "i...
Particle approximation of the intensity measures of a spatial branching point process arising in multi-target tracking
Spatial branching processes multi-target tracking problems
2011/2/25
The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability proper...
Indifference of Defaultable Bonds with Stochastic Intensity models
Credit Risk model Cox Process HJB equations Indif-ference Pricing Minimal Entropy Measure Finite difference Method
2010/4/27
The utility-based pricing of defaultable bonds in the case of stochastic intensity models of default risk is discussed. The Hamilton-Jacobi- Bellman (HJB) equations for the value functions is derived....