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International Journal for Uncertainty Quantification

Published 6 issues per year

ISSN Print: 2152-5080

ISSN Online: 2152-5099

The Impact Factor measures the average number of citations received in a particular year by papers published in the journal during the two preceding years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) IF: 1.7 To calculate the five year Impact Factor, citations are counted in 2017 to the previous five years and divided by the source items published in the previous five years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) 5-Year IF: 1.9 The Immediacy Index is the average number of times an article is cited in the year it is published. The journal Immediacy Index indicates how quickly articles in a journal are cited. Immediacy Index: 0.5 The Eigenfactor score, developed by Jevin West and Carl Bergstrom at the University of Washington, is a rating of the total importance of a scientific journal. Journals are rated according to the number of incoming citations, with citations from highly ranked journals weighted to make a larger contribution to the eigenfactor than those from poorly ranked journals. Eigenfactor: 0.0007 The Journal Citation Indicator (JCI) is a single measurement of the field-normalized citation impact of journals in the Web of Science Core Collection across disciplines. The key words here are that the metric is normalized and cross-disciplinary. JCI: 0.5 SJR: 0.584 SNIP: 0.676 CiteScore™:: 3 H-Index: 25

Indexed in

ADJOINT FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY JUMP DIFFUSION PROCESSES AND ITS APPLICATION TO NONLINEAR FILTERING PROBLEMS

Volume 9, Issue 2, 2019, pp. 143-159
DOI: 10.1615/Int.J.UncertaintyQuantification.2019028300
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ABSTRACT

Forward backward stochastic differential equations (FBSDEs) were first introduced as a probabilistic interpretation for the Kolmogorov backward equation, and the solution of FBSDEs is equivalent to the solution of quasilinear partial differential equations. In this work, we introduce the adjoint relation between a generalized FBSDE system driven by jump diffusion processes and its time inverse adjoint FBSDE system under the probabilistic framework without translating them into their corresponding PDEs. The "exact solution" of a nonlinear filtering problem is derived as an application.

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CITED BY
  1. Bao Feng, Cao Yanzhao, Yong Jiongmin, Data informed solution estimation for forward-backward stochastic differential equations, Analysis and Applications, 19, 03, 2021. Crossref

  2. Cogan NG, Bao Feng, Paus Ralf, Dobreva Atanaska, Data assimilation of synthetic data as a novel strategy for predicting disease progression in alopecia areata, Mathematical Medicine and Biology: A Journal of the IMA, 38, 3, 2021. Crossref

  3. Li Xin, Bao Feng, Gallivan Kyle, A drift homotopy implicit particle filter method for nonlinear filtering problems, Discrete & Continuous Dynamical Systems - S, 15, 4, 2022. Crossref

  4. Zhang Zezhong, Archibald Richard, Bao Feng , A PDE-BASED ADAPTIVE KERNEL METHOD FOR SOLVING OPTIMAL FILTERING PROBLEMS , Journal of Machine Learning for Modeling and Computing, 3, 3, 2022. Crossref

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