×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
山东大学 [12]
内容类型
期刊论文 [11]
会议论文 [1]
发表日期
2019 [3]
2018 [4]
2017 [1]
2016 [1]
2015 [2]
2009 [1]
更多...
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共12条,第1-10条
帮助
限定条件
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:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
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
Spectrally negative Levy risk model under Erlangized barrier strategy
期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2019, 卷号: 351, 页码: 101-116
作者:
Dong, Hua
;
Yin, Chuancun
;
Dai, Hongshuai
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
spectrally negative Levy risk process
Randomized observation
Barrier
strategy
Scale function
Valuing Guaranteed Minimum Death Benefits by Cosine Series Expansion
期刊论文
MATHEMATICS, 2019, 卷号: 7, 期号: 9
作者:
Yu, Wenguang
;
Yong, Yaodi
;
Guan, Guofeng
;
Huang, Yujuan
;
Su, Wen
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/11
equity-linked death benefits
Fourier cosine series expansion
guaranteed minimum death benefit
option
valuation
Levy process
Bacterial foraging optimization based on improved chemotaxis process and novel swarming strategy
期刊论文
APPLIED INTELLIGENCE, 2019, 卷号: 49, 期号: 4, 页码: 1283-1305
作者:
Pang, Bao
;
Song, Yong
;
Zhang, Chengjin
;
Wang, Hongling
;
Yang, Runtao
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2019/12/11
Bacterial foraging optimization
Levy flight
Particle swarm
optimization
Chemotaxis step-size
Self-regulation
On spectrally positive Levy risk processes with Parisian implementation delays in dividend payments
期刊论文
STATISTICS & PROBABILITY LETTERS, 2018, 卷号: 140, 页码: 176-184
作者:
Zhao, Xianghua
;
Dong, Hua
;
Dai, Hongshuai
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Spectrally positive Levy risk process
Parisian implementation delays in
dividend payments
Scale function
A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by Levy Process with Terminal State Constraints
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 859-874
作者:
Huang, Hong
;
Wang, Xiangrong
;
Liu, Meijuan
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Forward-backward stochastic control system driven by Levy process
maximum principle
optimal portfolio
terminal state constraint
Pseudo almost automorphic solution to stochastic differential equation driven by L,vy process
期刊论文
FRONTIERS OF MATHEMATICS IN CHINA, 2018, 卷号: 13, 期号: 4, 页码: 779-796
作者:
Feng, Xinwei
;
Zong, Gaofeng
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/11
Pseudo almost automorphic
square-mean almost automorphic
almost
automorphic in distribution
stochastic differential equation
mild
solution
Levy process
Pseudo almost automorphic solution to stochastic differential equation driven by Levy process
期刊论文
中国数学前沿:英文版, 2018, 期号: 04
作者:
Xinwei FENG
;
Gaofeng ZONG
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/11
微分方程
随机
驾驶
周期性
平均数
时间
Linear Quadratic Stochastic Optimal Control of Forward Backward Stochastic Control System Associated with Levy Process
期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017
作者:
Huang, Hong
;
Wang, Xiangrong
;
Hou, Ting
;
Xu, Lu
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/11
LQ Stochastic Optimal Control of Forward-Backward Stochastic Control System Driven by Levy Process
会议论文
IEEE Advanced Information Management, Communicates, Electronic and Automation Control Conference (IMCEC), OCT 03-05, 2016
作者:
Huang, Hong
;
Wang, Xiangrong
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/31
FBSDE
Levy processes
Teugels martingale
LQ stochastic control
Riccai
equation
Stochastic transforms for jump diffusion processes combined with related backward stochastic differential equations(star)
期刊论文
Journal of Mathematical Analysis and Applications, 2015, 卷号: 425, 期号: 2, 页码: 704-725
作者:
Li, Na
;
Wu, Zhen
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/17
Backward stochastic differential
equation with jumps
Girsanov theorem
Ito process
Ito-Levy process
Stochastic transform
©版权所有 ©2017 CSpace - Powered by
CSpace