The Approach and Application of Noise Jamming Signal Processing Based on Stochastic Differential
基于随机微分的噪声干扰信号处理方法及其应用研究
ODE,SDE and PDE
常微、偏微及随机微分方程(英文)
On the Stability for Stochastic Differential Equations and Random Impulsive Functional Differential Equations;
随机微分系统与随机脉冲泛函微分系统的稳定性
The Adaptive Solutions of FBSDE and Their Application to Stochastic Differential Utility;
正倒向随机微分方程解的性质及其在随机微分效用上的应用
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
Backward Stochastic Differential Equation and Malliavin Derivative Applied in Finance
倒向随机微分方程和Malliavin微分在金融中的应用
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
A Density Result of Backward Stochastic Differential Equation;
倒向随机微分方程的一个稠密性结果
The Discrete Backward Stochastic Differential Equations with Improved Euler Method;
离散倒向随机微分方程的改进Euler算法
An Approximation Result for SDE with Non-Lipschitz Coefficients;
非Lipschitz随机微分方程的逼近
Estimation of Sample Lyapunov Exponent for Stochastic Differential Equation;
随机微分方程的样本Lyapunov指数估计
The Properties for Solutions of the Infinite Horizon Backward Doubly Stochastic Differential Equations
无穷水平倒向随机微分方程解的性质
A Class of Stochastic Different Equations with Non-Lipschitz Cofficients
一族非李普希兹系数的随机微分方程
Convergence Between Numerical Solutions and Exact Solutions of Stochastic Differential Equation
随机微分方程数值解的L~p收敛性
Full Implicit Euler Methods for Linear Stochastic Differential Equation
线性随机微分方程的全隐式Euler方法
Runge-Kutta methods for numerical solutions of stochastic ordinary differential equations
随机微分方程的Runge-Kutta数值解法
An Extension to Moderate Deviations for Stochastic Differential Equation with Poisson Jumps and Applications
带跳随机微分方程的一个扩充和应用
A converse comparison theorem for some backward stochastic differential equations
一类倒向随机微分方程的逆比较定理