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科研机构
北京大学 [17]
内容类型
其他 [10]
期刊论文 [7]
发表日期
2017 [1]
2016 [5]
2015 [3]
2014 [1]
2013 [3]
2009 [1]
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共17条,第1-10条
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专题:北京大学
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Occupation times of Levy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications
其他
2017-01-01
Zhou, Jiang
;
Wu, Lan
;
Bai, Yang
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2017/12/03
Ornstein-Uhlenbeck process
Occupation times
Exit problem
DIFFUSION-PROCESSES
STEP OPTIONS
EXIT TIMES
Occupation times of hyper-exponential jump diffusion processes with application to price step options
其他
2016-01-01
Wu, Lan
;
Zhou, Jiang
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2017/12/03
Occupation times
Laplace transform
Step options
NEGATIVE LEVY PROCESSES
1ST PASSAGE TIMES
LAPLACE TRANSFORMS
MODELS
Boundary Harnack Principle and Gradient Estimates for Fractional Laplacian Perturbed by Non-local Operators
其他
2016-01-01
Chen, Zhen-Qing
;
Ren, Yan-Xia
;
Yang, Ting
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2017/12/03
Harmonic function
Boundary Harnack principle
Gradient estimate
Non-local operator
Green function
Poisson kernel
LEVY PROCESSES
OPEN SETS
Time Regularity of Generalized Ornstein-Uhlenbeck Processes with L,vy Noises in Hilbert Spaces
其他
2016-01-01
Liu, Yong
;
Zhai, Jianliang
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2017/12/03
Generalized Ornstein-Uhlenbeck processes with Levy noises
Cadlag modification
alpha-stable process
alpha-semistable process
INFINITE DIMENSIONS
CONTINUITY
Characterizations of discrete compound Poisson distributions
其他
2016-01-01
Zhang, Huiming
;
Li, Bo
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2017/12/03
Compound Poisson distributions
Extension of Watanabe&apos
Infinitely divisible distributions
Strongly additive function
Triangular arrays of random variable
Waiting time distributions
RANDOM-VARIABLES
RANDOM SUMS
s theorem
Persistent sulfate formation from London Fog to Chinese haze
期刊论文
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2016
Wang, Gehui
;
Zhang, Renyi
;
Gomez, Mario E.
;
Yang, Lingxiao
;
Zamora, Misti Levy
;
Hu, Min
;
Lin, Yun
;
Peng, Jianfei
;
Guo, Song
;
Meng, Jingjing
;
Li, Jianjun
;
Cheng, Chunlei
;
Hu, Tafeng
;
Ren, Yanqin
;
Wang, Yuesi
;
Gao, Jian
;
Cao, Junji
;
An, Zhisheng
;
Zhou, Weijian
;
Li, Guohui
;
Wang, Jiayuan
;
Tian, Pengfei
;
Marrero-Ortiz, Wilmarie
;
Secrest, Jeremiah
;
Du, Zhuofei
;
Zheng, Jing
;
Shang, Dongjie
;
Zeng, Limin
;
Shao, Min
;
Wang, Weigang
;
Huang, Yao
;
Wang, Yuan
;
Zhu, Yujiao
;
Li, Yixin
;
Hu, Jiaxi
;
Pan, Bowen
;
Cai, Li
;
Cheng, Yuting
;
Ji, Yuemeng
;
Zhang, Fang
;
Rose
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2017/12/03
sulfate aerosol
severe haze
pollution
human health
climate
IONIZATION MASS-SPECTROMETRY
ORGANIC AEROSOL FORMATION
LIQUID SULFURIC-ACID
HETEROGENEOUS REACTIONS
CHEMISTRY
OXIDATION
POLLUTION
RADICALS
AMMONIUM
DUST
Valuing equity-linked death benefits with a threshold expense strategy
其他
2015-01-01
Zhou, Jiang
;
Wu, Lan
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2017/12/03
Equity-linked products
Guaranteed minimum death benefits
Threshold expense strategy
Refracted Levy process
Ito&apos
VARIABLE ANNUITY GUARANTEES
STATE-DEPENDENT FEES
OPTIONS
MODELS
s formula
Occupation times of refracted double exponential jump diffusion processes
其他
2015-01-01
Zhou, Jiang
;
Wu, Lan
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2017/12/03
Occupation times
Refracted Levy process
Laplace transform
Two-sided exit problem
1ST PASSAGE TIMES
LEVY PROCESSES
The time of deducting fees for variable annuities under the state-dependent fee structure
其他
2015-01-01
Zhou, Jiang
;
Wu, Lan
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2017/12/03
Variable annuities
State-dependent fee
Hyper-exponential jump diffusion process
Laplace transform
Refracted Levy process
REFRACTED LEVY PROCESSES
LINKED DEATH BENEFITS
OCCUPATION TIMES
OPTIONS
MODELS
Evidence for a weakening relationship between interannual temperature variability and northern vegetation activity
期刊论文
nature communications, 2014
Piao, Shilong
;
Nan, Huijuan
;
Huntingford, Chris
;
Ciais, Philippe
;
Friedlingstein, Pierre
;
Sitch, Stephen
;
Peng, Shushi
;
Ahlstrom, Anders
;
Canadell, Josep G.
;
Cong, Nan
;
Levis, Sam
;
Levy, Peter E.
;
Liu, Lingli
;
Lomas, Mark R.
;
Mao, Jiafu
;
Myneni, Ranga B.
;
Peylin, Philippe
;
Poulter, Ben
;
Shi, Xiaoying
;
Yin, Guodong
;
Viovy, Nicolas
;
Wang, Tao
;
Wang, Xuhui
;
Zaehle, Soenke
;
Zeng, Ning
;
Zeng, Zhenzhong
;
Chen, Anping
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2015/11/13
NET PRIMARY PRODUCTION
CARBON-DIOXIDE
CLIMATE
CO2
ACCLIMATION
ADAPTATION
ECOSYSTEMS
DROUGHT
TRENDS
GROWTH
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