1) stochastic differential equation
随机微分方程
1.
Exponential stability of Runge-Kutta methods for a class of stochastic differential equations;
一类随机微分方程Runge-Kutta方法的指数稳定性
2.
Estimation of unknown parameter in It stochastic differential equation;
一类It随机微分方程未知参数的估计
3.
Risk analysis of flood flow in river by using stochastic differential equation;
基于随机微分方程的河道行洪风险分析
2) stochastic differential equations
随机微分方程
1.
Convergence of the Euler scheme for a class of stochastic differential equations;
一类随机微分方程欧拉格式的收敛性
2.
The stability properties of Milstein scheme for stochastic differential equations;
随机微分方程Milstein方法的稳定性
3.
Explicit expression of solution for stochastic differential equations;
有关随机微分方程解的显式表达
3) stochastic different equation
随机微分方程
1.
By means of backward stochastic different equation and martingale methods,this paper obtaines general pricing formula of European contingent claim.
利用倒向随机微分方程和鞅方法 ,得到欧式未定权益的一般定价公式。
2.
By means of stochastic different equation and martingale methods, we deal with Multi-dimensional Black-Scholes Pricing Model with stochastic lives.
利用随机微分方程和鞅方法,给出了具有随机寿命的多维Black-Scholes定价模型,并获得随机寿命情形下欧式期权及其它未定权益定价的解析表达式。
3.
By means of backward stochastic different equation and martingale methods,pricing model with change exercise price was discussed,and Europe option pricing formula were obtained.
利用随机微分方程和鞅方法,讨论了具有不确定执行价格的欧式期权的定价模型,获得具有不确定执行价格的欧式看涨期权及欧式看跌期权定价公式。
4) random differential equation
随机微分方程
1.
And using perturbation moment theory,the means and variances of random differential equations for material point shift were gotten.
通过小噪声摄动理论,建立了小噪声随机微分方程。
5) SDE
随机微分方程
1.
Approximation Result for SDE with Non-lipschitz Coefficients;
imaNon-Lipschitz条件的随机微分方程的逼近定理(英文)
2.
On Existence for Extremal Solutions of a Class (QL) type SDE;
一类(QL)型随机微分方程极值解的存在性
3.
The theory of stochastic differential equation (SDE) was widely applied in the fields of economy, biology, physics and automatization.
随机微分方程的理论广泛应用于经济、生物、物理、自动化等领域，然而在很长一段时间里，由于缺乏有效的求解随机系统的数值方法以及足够强大的计算机计算能力，在实际问题中，以随机微分方程(组)为代表的描述物理现象的许多复杂的数学模型或者被束之高阁，或者被迫通过忽略随机因素而简化，均不能得到很好的应用。
6) It stochastic differential equation
It随机微分方程
补充资料：随机微分方程
见随机积分。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条