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1)  Ito-Skorohod stochastic partial differential equation
Ito-Skorohod随机微分方程
2)  Ito stochastic differentral equations
Ito随机微分方程
3)  ckward stochastic differential equation of It(?) type
Ito型倒向随机微分方程
4)  stochastic differential equation of Ito-Volterra type
Ito-Volterra型随机微分方程
5)  Ito stochastic differential equation(s)
Ito型随机微分方程
1.
When the implicit Euler-Taylor method is applied to solve Ito stochastic differential equation(s),a highly non-linear algebraic equation system is often obtained as the iterative format which causes inconvenience in the application of Implicit Euler-Taylor method.
针对隐式Euler-Taylor方法在求解Ito型随机微分方程时得到的迭代格式往往是一个高度非线性的代数方程(组)的问题,应用粒子群算法实现该迭代格式,给出了结合粒子群算法的隐式Euler-Taylor方法。
6)  It o ∧ type stochastic differential equation in the plane
两参数Ito∧型随机微分方程
补充资料:随机微分方程
      见随机积分。
  

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