In this article, we are interested in least squares estimator for a class of pathdependent McKean-Vlasov stochastic differential equations (SDEs). More precisely, we investigate the consistency and asymptotic distribu...In this article, we are interested in least squares estimator for a class of pathdependent McKean-Vlasov stochastic differential equations (SDEs). More precisely, we investigate the consistency and asymptotic distribution of the least squares estimator for the unknown parameters involved by establishing an appropriate contrast function. Comparing to the existing results in the literature, the innovations of this article lie in three aspects:(i) We adopt a tamed Euler-Maruyama algorithm to establish the contrast function under the monotone condition, under which the Euler-Maruyama scheme no longer works;(ii) We take the advantage of linear interpolation with respect to the discrete-time observations to approximate the functional solution;(iii) Our model is more applicable and practice as we are dealing with SDEs with irregular coefficients (for example, Holder continuous) and pathdistribution dependent.展开更多
The issue of impulsive control theory for synchronization of the MCK circuit is developed. We propose an impulsive control scheme for the complete synchronization of the MCK circuit including chaotic systems. A suffic...The issue of impulsive control theory for synchronization of the MCK circuit is developed. We propose an impulsive control scheme for the complete synchronization of the MCK circuit including chaotic systems. A sufficient condition for the impulsive control is derived, with an easily calculated maximum impulsive interval. The proposed impulsive control scheme is applied to the MCK circuit and the simulation result demonstrates the effectiveness of the method.展开更多
In this work, under global Lipschitz conditions, we prove the existence and uniqueness of strong solutions for multivalued stochastic McK ean-Vlasov equation. Moreover, under continuous and linear growth assumptions, ...In this work, under global Lipschitz conditions, we prove the existence and uniqueness of strong solutions for multivalued stochastic McK ean-Vlasov equation. Moreover, under continuous and linear growth assumptions, we also obtain the existence of weak solutions.展开更多
文摘In this article, we are interested in least squares estimator for a class of pathdependent McKean-Vlasov stochastic differential equations (SDEs). More precisely, we investigate the consistency and asymptotic distribution of the least squares estimator for the unknown parameters involved by establishing an appropriate contrast function. Comparing to the existing results in the literature, the innovations of this article lie in three aspects:(i) We adopt a tamed Euler-Maruyama algorithm to establish the contrast function under the monotone condition, under which the Euler-Maruyama scheme no longer works;(ii) We take the advantage of linear interpolation with respect to the discrete-time observations to approximate the functional solution;(iii) Our model is more applicable and practice as we are dealing with SDEs with irregular coefficients (for example, Holder continuous) and pathdistribution dependent.
基金The project supported by the Major Program of National Natural Science Foundation of China under Grant No. 60271019 and the Doctoral Foundation of the Ministry of Education under Grant No. 20020611007
文摘The issue of impulsive control theory for synchronization of the MCK circuit is developed. We propose an impulsive control scheme for the complete synchronization of the MCK circuit including chaotic systems. A sufficient condition for the impulsive control is derived, with an easily calculated maximum impulsive interval. The proposed impulsive control scheme is applied to the MCK circuit and the simulation result demonstrates the effectiveness of the method.
基金supported by the National Natural Science Foundation of China(11271294)
文摘In this work, under global Lipschitz conditions, we prove the existence and uniqueness of strong solutions for multivalued stochastic McK ean-Vlasov equation. Moreover, under continuous and linear growth assumptions, we also obtain the existence of weak solutions.
