查询词典 stochastic differential equation

In part 2, we study the properties of the solution z of backward stochastic differential equation and backward doubly stochastic differential equation.

第二部分分别研究了倒向随机微分方程和倒向重随机微分方程中解z的性质。

Huang and Lin proposed the weak solution concept for Backward Stochastic Differential Equation This paper based on the predecessor's work , gives the weak solution concept for Backward Stochastic Differential Equation with continuous martingale,uses the Girsanov transformation, obtains its weak solution of the existence of a necessary and sufficient conditions, and on this basis obtains its weak solution of the existence of sufficient conditions,these sufficient conditions weakened the drifting coefficient which requested in the existence uniqueness of strong solution to satisfy the Lipschitz condition the request.

本文在前人研究的基础上，给出由连续鞅驱动的倒向随机微分方程弱解的概念，利用Girsanov变换，得到其弱解存在的存在的一个充分必要条件，并在此基础上得到了其弱解存在的一些充分条件，这些充分条件减弱了在强解的存在唯一性中要求的漂移系数满足Lipschitz条件的要求。

This paper gives the probabilistic interpretation for one system of the second order quasilinear parabolic partial differential equations combined with an algebra equation using fully coupled forward-backward stochastic differential equation.

本文利用完全耦合的正倒向随机微分方程，对一类耦合了一个代数方程的二阶拟线性抛物型偏微分方程系统，给出概率表示。

Our analysis framework relies on the reflected Backward Stochastic Differential equation approach.We characterize the value functions of the noncallable bonds in terms of the reflected Backward Stochastic Differential equation,Then the relationship between the value function of convertible bonds and reflected backward stochastic differential equations with single reflect is built at the same time,and provide the optimal conversion strategy for bondholders.2:We get the value of non-callable convertible bonds by numerical methods.

探讨了可转换债券的最优停时价值与带反射边界倒向随机微分方程解的关系，在市场完备，公司价值只包括股权和可转债这两种权益等各种假定下，给出不可赎回可转换债券的价值函数，证明了不可赎回可转换债券的最优停时问题的解是存在的，同时给出了其最优的转换策略。2：通过数值方法求解不可赎回可转换债券的价值。

Differential equation model is classified as ordinary differential equation, partial differential equation and stochastic differential equation.

微分方程模型的形式包括常微分方程，偏微分方程和随机微分方程。

Neutral equation; stochastic functional differential equation; stochastic differential equation with delay; infinite delay; asymptotic propertie; semimartingale convergence theorem; Markovian switching; moment stability; moment boundedness

基础科学，数学，概率论、数理统计中立型方程；随机泛函微分方程；随机延迟微分方程；无限时滞；渐近性质；半鞅收敛定理； Markov调制；矩稳定性；矩有界性

Moreover, applying the theories of backward stochastic differential equation and partial differential equation, the models have been converted.

并借助于倒向随机微分方程以及偏微分方程的重要理论完成了对模型的转化。

By introducing random factors on differential equation, stochastic differential equation is formed.

微分方程反映了系统中的动态变化情况，在实际生产生活中得到了广泛的应用；微分方程的基础上引入随机因素，便形成了随机微分方程。

And by the backward stochastic differential equation we get the corresponding partial differential equation of the European option price when those parameters are constants.

并且，借助倒向随机微分方程找到在以上参数均为常数时，期权价格所满足的偏微分方程。

This paper research on the effect of investment with reserve for insurance price by theory of backward stochastic differential equation.Modeling the investment with backward stochastic differential equation and the resultts got.

本文利用倒向随机微分方程的理论，在考虑保险公司提计准备金的背景下研究投资对于保险价格的影响，建立了再保险投资定价的正倒向微分随机方程的模型，并给出了保险价格的显性解。

Do you know, i need you to come back

你知道吗，我需要你回来

Yang yinshu、Wang xiangsheng、Li decang,The first discovery of haemaphysalis conicinna.

1〕 杨银书，王祥生，李德昌。安徽省首次发现嗜群血蜱。