1.
Numerical Solution of Jump-diffusion Stochastic Differential Equation and Application;
跳扩散随机微分方程的数值解及其应用
2.
Numerical Analysis for Jump-diffusion Stochastic Differential Equations
具有跳-扩散参数的随机微分方程的数值分析(英文)
3.
An Extension to Moderate Deviations for Stochastic Differential Equation with Poisson Jumps and Applications
带跳随机微分方程的一个扩充和应用
4.
Option Pricing by the Backward Stochastic Differential Equation Method and the Equivalent Probability Martingale Measure in the Jump-diffusion Model
跳跃-扩散模型中期权定价的倒向随机微分方程方法及等价概率鞅测度
5.
Stochastic Differential Portfolio Games for the Price of Stocks with Jump-diffusion Processes;
股价服从跳—扩过程证券组合的随机微分对策
6.
The Discrete Backward Stochastic Differential Equations with Improved Euler Method;
离散倒向随机微分方程的改进Euler算法
7.
A Survey of Weak Approximations of Stochastic Differential Equations with Jumps
跳跃型随机微分方程的弱收敛数值方法概述
8.
The Existence and Uniqueness of Solutions for Stochastic Different Equation with Poisson Jumps;
带Poisson跳随机微分方程解的存在与唯一性
9.
Reflected Backward Doubly Stochastic Differential Equation with Jumps
反射型的带跳倒向双重随机微分方程(英文)
10.
Exponential stability of neutral stochastic differential equations with Markov switches
带Markov跳的中立型随机微分方程的指数稳定性
11.
Diffusions with Holding and Jumping Boundaries
一类在边界上逗留后随机跳的扩散过程
12.
MS-stability of the Semi-implicit Milstein Method for the Stochastic Differential Delay Equations with Jumps
带跳随机延迟微分方程半隐式Milstein数值方法的均方稳定性
13.
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.
14.
Limit Theorems on Stochastic Differential Equations with Jumps and Applications in Finance;
带跳的随机微分方程的极限定理及其在金融中的应用
15.
SMALLEST g-SUPERSOLUTION FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS UNDER CONSTRAINTS ON (y,z,u);
关于(y,z,u)受限制的带跳倒向随机微分方程的最小g-上解
16.
Convergence and Stability of Numerical Solutions for Several Classes of Stochastic Differential Equations with Jumps
几类带跳随机微分方程数值解的收敛性和稳定性
17.
On the pth Moment Exponential Stability Criteria of Neutral Stochastic Functional Differential Equations with Jumps
关于带跳中立型随机泛函微分方程p阶矩指数稳定性准则(英文)
18.
STOCHASTIC LIFE CONTINGENT CLAIM WITH THE UNDERLYING ASSET OBEYING JUMP-DIFFUSION PROCESS;
标的资产价格服从跳—扩散过程的具有随机寿命的未定权益定价