Exponential stability of Runge-Kutta methods for a class of stochastic differential equations;
一类随机微分方程Runge-Kutta方法的指数稳定性
Estimation of unknown parameter in It stochastic differential equation;
一类It随机微分方程未知参数的估计
Risk analysis of flood flow in river by using stochastic differential equation;
基于随机微分方程的河道行洪风险分析
Convergence of the Euler scheme for a class of stochastic differential equations;
一类随机微分方程欧拉格式的收敛性
The stability properties of Milstein scheme for stochastic differential equations;
随机微分方程Milstein方法的稳定性
Explicit expression of solution for stochastic differential equations;
有关随机微分方程解的显式表达
And using perturbation moment theory,the means and variances of random differential equations for material point shift were gotten.
通过小噪声摄动理论,建立了小噪声随机微分方程。
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随机微分方程式为主。
Full Implicit Euler Methods for Linear Stochastic Differential Equation
线性随机微分方程的全隐式Euler方法
FULL IMPLICIT EULER METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
随机延迟微分方程的全隐式Euler方法
Numerical Approximation for One Type of Stochastic Differential Equations Based on the Legendre Polynomials
一类随机微分方程的Legendre多项式谱逼近分析
ODE,SDE and PDE
常微、偏微及随机微分方程(英文)
The Application of Backward Stochastic Differential Equations to European Option
倒向随机微分方程在欧式期权中的应用
Convergence of the Weighted Format for Non-linearity Stochastic Differential Equation
求解非线性随机微分方程加权格式的收敛性
Mean-square Convergence of Balanced Semi-implicit Euler Methods for Neutral Stochastic Pantograph Equations
中立型随机比例延迟微分方程平衡半隐式Euler方法的均方收敛性
MS-stability of the Semi-implicit Milstein Method for the Stochastic Differential Delay Equations with Jumps
带跳随机延迟微分方程半隐式Milstein数值方法的均方稳定性
The Applications of LMI Approach to Stochastic Delay Differential Equations;
LMI方法在随机延迟微分方程中的应用
Coupling Methods for Multivalued Stochastic Differential Equations and Applications to Harnack Inequality
多值随机微分方程中的耦合方法及其在Harnack不等式中的应用
The Asymptotic Analysis of Neutral Stochastic Functional Differential Equations;
中立型随机泛函微分方程的渐近分析
A Two-parameter Stochastic Diffcrentical-integral Equation in the plane;
平面上一类两指标随机微分积分方程
Stochastic boundness of neutral stochastic functional differential equation
中立型随机泛函微分方程解的随机有界性
The application of Backward Stochastic Differential Equation with ocone martingale to European option;
Ocone鞅驱动的倒向随机微分方程在欧式期权定价中的应用
THE APPLICATION OF SPECIAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN FINANCE
特殊形式的倒向随机微分方程在金融市场中的应用
Introduction to Random Differential Equations & Its Spplications
随机微分方程及其应用引论
Application and algorithm of SDE;
随机微分方程理论的应用与算法研究
