Discusses the Backward Stochastic Differential Equations with Jumps.
对带跳的倒向随机微分方程进行了研究。
This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.
本文研究了随机游走和离散的倒向随机微分方程。
First, we get the small noise asymptotic results for stochastic differential equation with jumps.
首先，我们得到了带跳的随机微分方程的小噪音渐近结果。
It mainly carries on the continuous process stochastic differential equation discretization of the research.
技术上的思想主要是将连续过程的随机微分方程离散化来进行研究。
The project currently hosts the ISDEP - Integrator of Stochastic Differential Equations in Plasmas - application.
项目研究的是ISDEP（等离子体的随机微分方程）的应用。
The modeling problem for stochastic continuous signals, described by stochastic differential equations, is discussed.
讨论由随机微分方程描述的随机连续信号的辨识建模问题。
Backward Stochastic Differential Equation (BSDE), Fractional Brownian Motion and Its Applications, Stochastic Control, etc.
倒向随机微分方程，分数布朗运动及其应用，随机控制等。
Masakazu Maezuru. Stochastic Differential Game of International Environmental Policy. Osaka University of Economics and Law.
前鹤政和。国际环境政策的随机微分博弈。大阪経済法科大学経済学部。
A stochastic differential equation, which controls strength degradation, is obtained from the model randomized by Markov process.
对其进行随机化处理，得到控制强度退化过程的随机微分方程。
Moreover, the stochastic differential equation of seepage boundary is proposed and the mechanism of seepage evolution is analyzed.
建立了渗流边界的随机微分方程，揭示了渗流边界形貌的演化机理。
Compared with the study of stochastic differential equations, non-Lipschitz stochastic integral equations seems relatively lagging.
相对于随机微分方程的广泛讨论，随机积分方程的研究就显得滞后很多。
We show that the positive solution of the associated stochastic differential equation does not explode to infinity in a finite time.
本文给出了随机微分方程存在唯一正解，且解在有限时间内不爆破。
Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.
因此，研究倒向随机微分方程具有重要的理论意义和应用价值。
Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.
随机控制，微分对策，随机分析，正倒向随机微分方程，金融数学。
Basing on analysis of TCP flow control stochastic differential equation model, this paper presents a new method to analysis queue fluctuation.
本文在分析TCP流量控制微分方程模型的基础上，提出一种新的队列波动分析方法。
With the theory of stochastic differential equation, the authors discuss a problem of a class of risk investment portfolio with stochastic character.
利用随机微分方程理论，对一类具有随机特征的风险投资组合问题进行深入研究。
The Dynamic Asset Share Pricing Theoretical Models are set up according to modern finance theory using Backward Stochastic Differential Equation Theory.
运用倒向随机微分方程数学方法，建立了动态资产份额定价理论模型。
The stochastic differential equation is used to replace the ordinary differential equation to describe the process of the flow concentration more reasonable.
为了更合理的描述汇流过程，建模时应用随机微分方程替代确定性常微分方程。
Based on stability theory in stochastic differential equations, a sufficient condition on the existence of stochastically guaranteed cost controllers is derived.
基于随机微分方程稳定性理论，给出了随机保性能控制器存在的充分条件。
This paper discusses and introduces several kinds of commonly used model of stochastic differential equation and the method of solution in the groundwater movement.
该文探讨和介绍了地下水运动中几类常用的随机微分方程模型与求解方法。
Through the martingale approach, the construction of coupling operators is explored and coupling methods in multivalued stochastic differential equations are studied.
通过鞅方法构造耦合算子，研究了多值随机微分方程中的耦合方法。
The backward stochastic differential equations (BSDEs) can describe a class of investment decision-making process problems, which leads its numerical method to be focused.
倒向随机微分方程从数学上描述了一类投资决策过程，这使得它的数值解计算成为大家关注的焦点之一。
In this paper, according to the risk neutral pricing theory, the reciprocal stochastic differential equations and the general pricing formulas of the four types of cross-cur.
本文受此启发，运用风险中性定价原理，利用偏微分方程的方法，求出了四类汇率联动期权的定价公式，为实践者提供了理论上的参考价值。
The dissertation also presents the ways of estimation and test of co-persistence relationship and compares two type of models by using the ways of stochastic differential equation.
论文还从随机微分方程的角度比较和分析了两类波动模型之间存在的相互关系。
In this note, we give the detail proofs of time-homogeneity of the solution of backward stochastic differential equation (BSDE in short) and their explanations in financial market.
本注记在一定条件下证明了倒向随机微分方程(简记为BSDE)的解满足时齐性，并给出其在金融市场中的解释。
Combining the separation principle with the theory of forward and backward stochastic differential equations, we obtain the explicit observable Nash equilibrium point of this kind of game problem.
结合分离原理和正倒向随机微分方程理论，我们得到了显式的可观测的Nash均衡点。
It is necessary for us to study the existence and controllability of the solution of stochastic differential inclusions and the existence of periodic solutions for functional differential equations.
因此，非常有必要对随机泛函微分包含解的存在性，可控性和泛函微分方程周期解的存在性问题进行研究。
By using the relation between the stochastic, differential equations and the PDEs, we estimate the risk of investing stocks, and obtain the dynamic traces 'of risk functions.
并利用随机微分方程和偏微分方程之间的关系，对股票投资风险进行了估计，得到关于风险指标的动态轨线。
Stochastic sand trajectories in wind-blown sand were obtained by solving the differential equation which describes the vertical fluctuating velocity of sand grains.
通过对描述沙粒垂向运动速度脉动分量的随机微分方程的直接求解，获得了风沙流中沙粒运动的随机轨迹。
Stochastic sand trajectories in wind-blown sand were obtained by solving the differential equation which describes the vertical fluctuating velocity of sand grains.
通过对描述沙粒垂向运动速度脉动分量的随机微分方程的直接求解，获得了风沙流中沙粒运动的随机轨迹。
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