随机微分方程

虽然Ito-Volterra型的随机微分方程与Ito型随机微分方程在许多地方不同，但在方程系数是无穷次可微的条件和其它一些条件下，我们得到同样的结果。

Although Ito-Volterra SDE is different from It o SDE in many aspects , the . same result can be also obtained if its coefficients are infinitely differentiable and satisfy some other conditions .

随机微分方程比较定理建立了顺向的占优理论。

Compare Theorem of SDE establishes pathwise almost surely dominance .

用摄动法解n阶线性随机微分方程

The solution of Nth-order linear stochastic differential equations By perturbation method

倒向随机微分方程中生成元g的经济含义

The Economic Meanings of Generators in Backward Stochastic Differential Equations

倒向重随机微分方程是由E。

Backward doubly stochastic differential equation was introduced first by E.

提出一种基于随机微分方程的通用P2P文件分发模型。

A general stochastic equation-based model for P2P file distribution is presented .

带Markov跳的中立型随机微分方程的指数稳定性

Exponential stability of neutral stochastic differential equations with Markov switches

带跳的非线性随机微分方程的Lyapunov指数的估计

Approximation of Lyapunov Exponents of Nonlinear Stochastic Systems with Jumps

关于Hilbert空间上随机微分方程的稳定性问题

On the stability problem of stochastic differential equation on Hilbert space

建立了Markov调制奇异随机微分方程的p阶指数稳定性和几乎必然指数稳定性的充要条件。

The conditions of p-moment exponential stability and almost surely exponential stability for singularly stochastic differential equations with Markov switching are derived .

离散倒向随机微分方程的改进Euler算法

The Discrete Backward Stochastic Differential Equations with Improved Euler Method

线性随机微分方程的全隐式Euler方法

Full Implicit Euler Methods for Linear Stochastic Differential Equation

在[4]中，Chen给出并证明了带停时的倒向随机微分方程解的存在唯一性定理。

Chen also proved the existence and uniqueness theorem for BSDEs with stopping time in [ 4 ] .

两参数Ito型随机微分方程解的收敛定理

The Convergence Theorem of the Solutions for Two-Parameter Ito Type Stochastic Differential Equations

基于Ito随机微分方程的客户群变动模型分析

Modeling Customer Group Alteration Based on Stochastic Differential Equation

带Poisson跳随机微分方程终值与边值问题的适应解

Adapted Solutions of Stochastic Differential Equations for Terminal and Boundary Value Problems with Poisson Jumps

平面上Volterra型随机微分方程的弱解

The weak solution of Volterra stochastic differential equation in the plane

随机微分方程Euler法的均方稳定性和指数稳定性

Mean Square Stability and Exponential Stability of Euler Scheme for Solving Stochastic Differential Equations

倒向随机微分方程和Monte-Carlo方法在期权和期货上的应用

Application on Options and Futures for Backward Stochastic Differential Equations and Monte-Carlo Methods

一类两参数POISSON型随机微分方程解存在唯一性

Existence and uniqueness of the solution to a class of two-parameter Poisson type stochastic different equation

一类Volterra型随机微分方程解的指数p-稳定性

P-th moment exponential stability of some Volterra stochastic differential equations

线性随机微分方程与其ARMA形式的采样模型

Stochastic differential equation and its sampled model in the form of ARMA

局部Lipschitz条件下倒退随机微分方程的适应解

Adapted Solutions of Backward Stochastic Differential Equations under Local Lipschitz Conditions

随机微分方程的Runge-Kutta数值解法

Runge-Kutta methods for numerical solutions of stochastic ordinary differential equations

一种基于随机微分方程的CAC方案

CAC Scheme Based on Stochastic Differential Equation in Cellular Networks

非Lipschitz条件的倒向随机微分方程和g-期望

Non - Lipschitz Backward Stochastic Differential Equations and g-Expectations

半鞅非Lipschitz系数随机微分方程解的大偏差

Large Deviations for Solutions to Stochastic Differential Equations Driven by Semimartingale with Non-Lipschitz Coefficients

本文介绍了随机微分方程理论解的随机渐进稳定性和均方（MS）稳定性，同时介绍了数值解的MS-稳定性和T-稳定性。

Stochastic asymptotical stability and that in mean-square sense ( MS-stability ) of the theoretical solution is introduced in the paper , as well as MS-stability and T-stability .

基于Hamilton系统理论，结合伊藤随机微分方程理论，研究了系统首次穿越问题。

The first-passage time problem of the system is studied by using theories of Hamilton system and Ito stochastic differential .

一类随机微分方程的Legendre多项式谱逼近分析

Numerical Approximation for One Type of Stochastic Differential Equations Based on the Legendre Polynomials