查询词典 stochastic differential equation

In this article, we discuss the solution ofbackward stochastic differential equation and the generalizes comparison theorem and concernedthe relation between g-Expection and the minimum expection.

本文主要讨论如上倒向随机微分方程的解的情况及相应的g-期望的性质以及其在数学金融方面的应用。

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。

It is a long time for the research about stochastic differential equation theory and there were lots of useful results.

关于随机微分方程理论的研究已经有很长的历史，迄今得到了大量有用的结果。

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 convergence of the Euler method for stochastic differential equation dx =f x (t, x t-δ(t, r dt+g x (t, x t-δ(t, r dW with variable delay and Markovian Switching is investigated.

讨论了马尔可夫调制的随机变延迟微分方程dx=fx(t，xt-δ(t，rdt+gx(t，xt-δ(t，rdW欧拉方法的收敛性。

Multivalued maximal monotone operator; Multivalued stochastic differential equation; Explicit solutions; Limit theorem; Denjoy's continuity; Non-Lipschitz coefficient; Large deviations

基础科学，数学，概率论、数理统计多值极大单调算子；多值随机微分方程；显式解；极限定理； Denjoy连续性；非Lipschitz系数；大偏差原理

Matlab prepared for the linear Gaussian stochastic differential equation expansion of discrete Kalman filter procedures.

用Matlab编写的求解高斯线型随机差分方程的离散扩展卡尔曼滤波程序。

In part 3, utilizing the existing Lipschitz results and the property of Yosida approximation of monotone and continuous function, we prove the existence and uniqueness theorem of a general backward stochastic differential equation with monotone and continuous coefficient.

第三部分在系数仅满足单调连续这样一个新条件下，我们综合运用单调连续函数的Yosida逼近的性质以及Lipschitz条件下的已有结果，证明了一般形式的倒向随机微分方程解的存在唯一性。

In this paper, based on nonlinear stochastic differential equation for phase noise analysis approach is proposed.

文中从描述振荡器的非线性微分方程出发，提出将噪声作为非线性微分方程的一项，通过建立随机非线性微分方程来分析振荡器的相位噪声，为振荡器的相位噪声提出了一种新的分析方法。

Character of solution of stochastic differential equation in dual of nuclear space was studied.

研究核空间的对偶空间的随机微分方程解的性质，得到微分方程组解 L 2收敛的条件，及在一定条件下解过程导出的测度{ Pn}为胎

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。