Two optimal models associated with stochastic differential equations 与随机微分方程联系的两个优化模型
Coupled forward - backward stochastic differential equations with random jumps 带跳的耦合正倒向随机微分方程
Exponential stability of stochastic differential equation with time - varying delay 变时滞随机微分方程的指数稳定性
Fully - coupled forward - backward stochastic differential equations under local lipschitz condition 条件下的正倒向随机微分方程
An almost surely continuous property on solutions of backward stochastic differential equation 几乎处处意义下倒向随机微分方程解对终值的连续性
This method is based on ito stochastic differential equation which provides the statistical characteristic of the state variables 此研究方法是以伊藤随机微分方程式为主。
Continuous dependence of the solution of multi - dimensional reflected backward stochastic differential equations on the parameters 多维反射倒向随机微分方程的解对参数的连续依赖性
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is itself a stochastic process.