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。
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。
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。
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。
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。
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。
The unsteady partial differential equations for expectation and correlation distributions of the stochastic temperature distribution in a solid are obtained.
给出了在固体中随机温度分布的期望和相关性的一个不稳定的偏微分方程模型。
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。
This paper deduces a water quality model by using the theory of random differential equations, and proposes a stochastic method for water quality management at a river.
运用随机微分方程理论，推导了一个水质模型，提出了河流水质管理的随机规划方法。
In Chapter 1, some basic theories of stochastic functional differential equations of Ito-type are developed.
第一章，建立了伊藤随机泛函微分方程的一些基本定理。
Furthermore, a continuation theorem for stochastic functional differential equations of Ito-type is given by using stochastic analysis technique and the quasi-boundedness condition.
其次，利用随机分析技巧和拟有界条件，建立了伊藤随机泛函微分方程解的延拓定理；
Only the Euler method is popular and efficient among the numerical methods for the stochastic delay differential equations, but its order of convergence is only 1/2.
随机延迟微分方程数值方法中欧拉方法是唯一较为成熟、有效的方法，但欧拉方法的收敛性差，其收敛阶仅为二分之一。
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。
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。
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