stochastic differential equation

Weak solution to two-parameter stochastic differential equation and probability distribution uniqueness

两指标随机微分方程的弱解和分布唯一性

互联网摘选

Method The relationship between perfusion parameter and UCA bubble concentration in imaging plane was described by stochastic differential equation.

方法用随机微分方程的形式描述成像平面区域内UCA微泡浓度与灌注参数之间的关系；

互联网摘选

This method is based on Ito stochastic differential equation characteristic of the state variables.

此研究方法是以伊藤随机微分方程式为主.

网络文摘精选

TCP Congestion Control and Flow Control Stochastic Differential Equation

TCP拥塞控制及其流量微分方程模型研究

互联网摘选

Mathematical Finance is intersect of Mathematic and Finance, and introduces principal modern Mathematical methods of Mathematical Finance, and give a discription of principal theory and methods of Mathematical Finance: stochastic differential equation and stochastic optimal control.

金融数学是数学与金融学的交叉，又介绍了金融数学主要用到的现代数学方法，并详细阐述了本文用到的主要定理和方法：随机微分方程和随机最优控制。

互联网摘选

We incorporate asset pricing method of Backward Stochastic Differential Equation into the BGG model so as to better measure asset prices bubble.

作者将倒向随机微分方程的资产定价方法纳入到BGG模型，以提高央行对资产价格泡沫的测度。

互联网摘选

In this paper, we prove the existence and uniqueness of the solution to forward-backward stochastic differential equations, where the terminal time associated with the backward stochastic differential equation is a finite stopping time.

在这篇文章中，我们证明了正倒向随机微分方程的解的存在性和唯一性，其中，倒向随机微分方程的终端时为一有限的停时。

互联网摘选

Yufeng Shi ( 2006) used the theory of backward stochastic differential equation to study the pricing of life insurance, reached analytical expression about the investment structure and the premium and conducted an empirical analysis.

石玉凤（2006）运用倒向随机微分方程理论对寿险保单定价进行了研究，得到了投资结构与保费的解析表达式，并进行了实证分析。

互联网摘选

This paper mostly studies one of the valuations of floating strike price lookback options in a jump-diffusion model, by using the stochastic analysis, partial differential equation and general Ito formula.

本文利用随机分析，偏微分方程和广义Ito公式探讨了跳&扩散过程下的回望期权的定价问题。

互联网摘选

Estimation of Unknown Parameter in One-order Linear It? Stochastic Differential Equation w it h Random In it ial Cond it ion

带随机初始条件的一阶线性It？型随机微分方程未知参数的估计

互联网摘选

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.

网络文摘精选

We study asset bubbles by backward stochastic differential equation and apply it in the BGG model.

我们从倒向随机微分方程的角度研究了资产泡沫的问题，并将之应用于BGG（2001）模型中。

互联网摘选

Backward doubly stochastic differential equation was introduced first by E.

倒向重随机微分方程是由E。

互联网摘选

From then on, BSDE is further studied and applied widely in stochastic control, partial differential equation ( PDE), mathematical finance and economics.

倒向随机微分方程在随机控制、偏微分方程、数理金融、经济等领域都有着广泛的应用。

互联网摘选

Optimal portfolio is a replicating strategy for a certain contingent claim, which sums up to solve a backward stochastic differential equation.

最优投资策略就是对某个未定权益的复制策略，这归结为一个倒向随机微分方程的求解。

互联网摘选