Two optimal models associated with stochastic differential equations 與隨機(jī)微分方程聯(lián)系的兩個優(yōu)化模型
Coupled forward - backward stochastic differential equations with random jumps 帶跳的耦合正倒向隨機(jī)微分方程
Exponential stability of stochastic differential equation with time - varying delay 變時滯隨機(jī)微分方程的指數(shù)穩(wěn)定性
Fully - coupled forward - backward stochastic differential equations under local lipschitz condition 條件下的正倒向隨機(jī)微分方程
An almost surely continuous property on solutions of backward stochastic differential equation 幾乎處處意義下倒向隨機(jī)微分方程解對終值的連續(xù)性
This method is based on ito stochastic differential equation which provides the statistical characteristic of the state variables 此研究方法是以伊藤隨機(jī)微分方程式為主。
Continuous dependence of the solution of multi - dimensional reflected backward stochastic differential equations on the parameters 多維反射倒向隨機(jī)微分方程的解對參數(shù)的連續(xù)依賴性
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is itself a stochastic process.