| 1. | Attractor of stochastic differential delay equations with markov jumping parameters 跳参数随机微分时滞方程的吸引子 |
| 2. | Stochastic differential portfolio games for the price of stocks with jump - diffusion processes 扩过程证券组合的随机微分对策 |
| 3. | Exponential stability of stochastic differential delay equations with markovian parameters 参数的随机微分时滞方程的指数稳定性 |
| 4. | In 2nd section we have reviewed the main theory of bsde and bsde with jumps 第二章主要回顾了倒向随机微分及带跳倒向随机微分的主要理论。 |
| 5. | Exponential stability of stochastic differential systems with distributed delays and parameter uncertainties 参数不确定分布时滞随机微分系统的指数稳定性 |
| 6. | The first keynote speaker is dr . eric li , jp , member of the international federation of accountants and adjunct professor of hkbu business school 它为精确计算得偿分配程序所创的数学理论是随机微分合作博弈理论的一项突破。 |
| 7. | This paper develops a simple theoretical open economy model to analysis the irreversible decision of china ' s accession to the world trade organization ( wto ) 本文首先建立两部门内生增长开放经济的动态模型,然后在此基础上将其发展为一个中国加入世贸组织的不可逆性决策的随机微分数学模型。 |
| 8. | Combining forward and backward stochastic differential equations and filtering techniques , the nash equilibrium point of a type of partially observed lq nonzero sum stochastic differential game problem is obtained 摘要结合正倒向随机微分方程理论和滤波技术,给出了一类部分可观测信息下线性二次非零和随机微分对策问题的纳什均衡点。 |
| 9. | By the comparison theorem , a series of properties of the backward - forward differential utility process is gotten , such as time consistence , monotonicity with respect to the terminal value , monotonicity with respect to the consumption and concavity 运用比较定理,还证明了正倒向随机微分效用过程的时间一致性、终值单调性、消费单调性和凹性等有关性质。 |
| 10. | The author uses black - scholes , cox , ross , rubinstein , trapezoidal fuzzy numbers , probability and stochastic calculus etc . real option provides a new thought - way and probability of venture capital value appraisal 其中运用到了black ? scholes期权定价模型, cox 、 ross和rubinstein二项式模型,模糊数学中梯形模糊数字集合、概率论以及随机微分过程等方法。 |