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浏览/检索结果: 共39条，第1-10条 帮助 限定条件 发表日期：2015    专题：山东大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Optimal control for stochastic differential delay equations with Poisson jumps and applications 期刊论文 Random operators and stochastic equations, 2015, 卷号: 23, 期号: 1, 页码: 39-52 作者:  Jingtao Shi 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/17 Stochastic optimal control  stochastic differential delay equation  anticipated backward stochastic differential equation  Poisson jumps  maximum principle   Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2015 作者:  Li, Na;  Yu, Zhiyong 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17 forward-backward stochastic differential equation  Poisson process  stochastic optimal control  linear-quadratic problem  nonzero-sum  stochastic differential game  Nash equilibrium   Solutions for functional fully coupled forward-backward stochastic differential equations 期刊论文 Statistics & Probability Letters, 2015, 页码: 70-76 作者:  Ji, Shaolin;  Yang, Shuzhen 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17 Forward-backward stochastic differential equations (FBSDEs)  Monotonicity conditions  Continuation method   On the comparison theorem for multi-dimensional G-SDEs 期刊论文 Statistics & Probability Letters, 2015, 页码: 38-44 作者:  Luo, Peng;  Wang, Falei 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/17 Viability property  G-stochastic differential equations  Comparison theorem   A note on functional derivatives on continuous paths 期刊论文 Statistics & Probability Letters, 2015, 页码: 176-183 作者:  Ji, Shaolin;  Yang, Shuzhen 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17 Dupire derivatives  Functional Itos calculus  Backward stochastic differential equations  Path-dependent PDEs  Frechet derivatives   One order numerical scheme for forward-backward stochastic differential equations 期刊论文 APPLIED MATHEMATICS AND COMPUTATION, 2015, 卷号: 271, 页码: 220-231 作者:  Gong, Benxue;  Rui, Hongxing 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17 Forward-backward stochastic differential equations  Quasilinear  parabolic equations  Characteristic difference scheme  Bilinear  interpolation  Convergence   BSDEs with Jumps and Path-Dependent Parabolic Integro-differential Equations 期刊论文 Chinese Annals of Mathematics(Series B), 2015, 期号: 04, 页码: 625-644 作者:  Falei WANG 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/17 Backward stochastic differential equations  Jump-diffusion processes  It integral and It calculus  Path-dependent parabolic integro-differential equations   Quadratic g-convexity, C-convexity and their relationships 期刊论文 Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability, 2015, 卷号: 125, 期号: 6, 页码: 2272-2294 作者:  Jia, Guangyan;  Zhang, Na 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/17 Backward stochastic differential equations  Generator of quadratic growth  Representation theorem  Quadratic g-convexity  C-convexity   Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion 期刊论文 COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2015, 卷号: 44, 期号: 11, 页码: 2371-2384 作者:  Zhang, Miao;  Zong, Gaofeng 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/17 G-Brownian motion  Non linear expectation  p-Mean almost periodicity  Stochastic differential equation   A FIRST ORDER SEMI-DISCRETE ALGORITHM FOR BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS 期刊论文 Discrete and continuous dynamical systems, Series B, 2015, 卷号: 20, 期号: 5, 页码: 1297-1313 作者:  Bao, Feng;  Cao, Yanzhao;  Zhao, Weidong 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/17 SPDEs  Zakai equation  backward SDEs  SPDEs  conditional expectation