Lingfei Li
Orcid: 0000-0002-5535-6042
According to our database1,
Lingfei Li
authored at least 25 papers
between 2013 and 2024.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
On csauthors.net:
Bibliography
2024
The Necessary and Sufficient Conditions of Exponential Stability for Heat and Wave Equations with Memory.
J. Syst. Sci. Complex., June, 2024
MRG-T: Mask-Relation-Guided Transformer for Remote Vision-Based Pedestrian Attribute Recognition in Aerial Imagery.
Remote. Sens., April, 2024
2023
Oper. Res. Lett., July, 2023
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation.
Eur. J. Oper. Res., 2023
RGB-Infrared Paired-Images Generation Based on Feature Disentangle and Cross-Modality Reconstruction.
Proceedings of the IEEE International Geoscience and Remote Sensing Symposium, 2023
2022
Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients.
SIAM J. Financial Math., September, 2022
Multiple-order breathers for a generalized (3+1)-dimensional Kadomtsev-Petviashvili Benjamin-Bona-Mahony equation near the offshore structure.
Math. Comput. Simul., 2022
Variable separation solution for an extended (3+1)-dimensional Boiti-Leon-Manna-Pempinelli equation.
Appl. Math. Lett., 2022
2021
J. Syst. Sci. Complex., 2021
Regional integrated energy system schemes selection based on risk expectation and Mahalanobis-Taguchi system.
J. Intell. Fuzzy Syst., 2021
Enterp. Inf. Syst., 2021
How Could Policies Facilitate Digital Transformation of Innovation Ecosystem: A Multiagent Model.
Complex., 2021
Multiple-order rogue waves for the generalized (2+1)-dimensional Kadomtsev-Petviashvili equation.
Appl. Math. Lett., 2021
2020
Targeted influence maximization under a multifactor-based information propagation model.
Inf. Sci., 2020
2019
J. Oper. Res. Soc., 2019
Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior.
Oper. Res., 2019
2016
Oper. Res. Lett., 2016
An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance.
J. Comput. Appl. Math., 2016
2015
Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach.
Finance Stochastics, 2015
2013
Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models.
Oper. Res. Lett., 2013
Oper. Res., 2013