1.
ODE,SDE and PDE
常微、偏微及随机微分方程(英文)
2.
On the Stability for Stochastic Differential Equations and Random Impulsive Functional Differential Equations;
随机微分系统与随机脉冲泛函微分系统的稳定性
3.
The Adaptive Solutions of FBSDE and Their Application to Stochastic Differential Utility;
正倒向随机微分方程解的性质及其在随机微分效用上的应用
4.
A Two-parameter Stochastic Diffcrentical-integral Equation in the plane;
平面上一类两指标随机微分积分方程
5.
Backward Stochastic Differential Equation and Malliavin Derivative Applied in Finance
倒向随机微分方程和Malliavin微分在金融中的应用
6.
Introduction to Random Differential Equations & Its Spplications
随机微分方程及其应用引论
7.
Application and algorithm of SDE;
随机微分方程理论的应用与算法研究
8.
A Density Result of Backward Stochastic Differential Equation;
倒向随机微分方程的一个稠密性结果
9.
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
10.
An Approximation Result for SDE with Non-Lipschitz Coefficients;
非Lipschitz随机微分方程的逼近
11.
Estimation of Sample Lyapunov Exponent for Stochastic Differential Equation;
随机微分方程的样本Lyapunov指数估计
12.
The Properties for Solutions of the Infinite Horizon Backward Doubly Stochastic Differential Equations
无穷水平倒向随机微分方程解的性质
13.
A Class of Stochastic Different Equations with Non-Lipschitz Cofficients
一族非李普希兹系数的随机微分方程
14.
Convergence Between Numerical Solutions and Exact Solutions of Stochastic Differential Equation
随机微分方程数值解的L~p收敛性
15.
Full Implicit Euler Methods for Linear Stochastic Differential Equation
线性随机微分方程的全隐式Euler方法
16.
Runge-Kutta methods for numerical solutions of stochastic ordinary differential equations
随机微分方程的Runge-Kutta数值解法
17.
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
18.
A converse comparison theorem for some backward stochastic differential equations
一类倒向随机微分方程的逆比较定理