stochastic differential

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.

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This paper presents four structure methods of stochastic Lypanov function of Ito stochastic differential e-quations.

给出了相伴于Ito型随机微分方程的确定性随机李雅普诺夫函数的四种构造方法.

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cac scheme based on stochastic differential equation in cellular networks

一种基于随机微分方程的CAC方案

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Existence and Uniqueness of Solutions for the Wick-type Integration Stochastic Differential Equations Driven by Fractional Brownian Motion

流体动力学微分方程基于分数布朗运动的Wick型积分随机微分方程解的存在唯一性

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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。

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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。

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I especially recommend courses in ( 1) Markov chains and stochastic processes, and ( 2) differential equations.

我这里要尤其地推荐（1）马尔可夫链和随机过程，（2）微分方程这两门课程。

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Backward doubly stochastic differential equation was introduced first by E.

倒向重随机微分方程是由E。

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The spatial stochastic distribution of phase concentration would cause a differential pressure noise when two phase flow is crossing a throttling set.

两相流流过节流装置时产生的差压测量噪音是由于相浓度在空间的随机分布所引起的。

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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

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lq nonzero sum stochastic differential game under partial observable information

部分可观测信息下的线性二次非零和随机微分对策

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Using the theory of counting process and martingale, we get the formula of state reserve and its stochastic differential equation. Therefore the Thiele's differential equation is obtained as well as the net indemnity rate of retirement from individual accounts.

利用计数过程的理论和鞅论，得到了状态准备金的计算公式及其所满足的随机微分方程以及特定环境下的Thiele微分方程，从而计算出个人账户的退休金净赔偿率。

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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。

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Starting from systematic view, the paper integrates compensations that insuers will be up against with its return on investment and establishes linear forward-backward stochastic differential equations for proportional and excess-of-loss reinsurance premiums.

从系统的观点出发，把保险公司的赔付情况与投资收益相结合，对比例再保险和超额损失再保险，建立了在投资背景下它们应满足的线性正倒向随机微分方程。

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The Basic Theory of Stochastic Functional Differential Equations with Infinite Delay

无限时滞随机泛函微分方程的基本理论

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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

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nonparametric estimation and simulation of backward stochastic differential equation

倒向随机微分方程的非参估计及模拟

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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；

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This paper deduces a water quality model by using the theory of random differential equations, and proposes a stochastic method for water quality management at a river.

运用随机微分方程理论，推导了一个水质模型，提出了河流水质管理的随机规划方法。

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The well-posedness of time-delayed forward-backward stochastic differential equations is studied.

研究了带时 滞 正倒向随机微分方程的适定性问题.

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then, we will introduce the stochastic integral driven by the brownianmotion, and the related stochastic differential equations.

还介绍了由分式布朗运动驱动的随机积分的定义，以及相关的随机微分方程。

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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。

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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.

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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。

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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

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and this paper give the method of getting the random sample of generalized solutions of above stochastic differential equations.

给出了所研究形式的随机微分方程的样本广义解的求解方法。

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Based on the stability theory of stochastic differential equations, the sufficient conditions ensuring the successful consensus are given.

利用随机微分方程的稳定性理论，给出了多智能体系统达到一致性的充分条件。

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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。

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By means of the generalized It's role, we proved the comparison theorem for strong solutions of one-dimensional time homogeneous It stochastic differential equations under the condition that diffusion coefficients may be degenerate and discontinuous, and some integrability condition on the coefficients.

本文用广义Ito公式，在扩散系数可退化可间断，方程系数仅仅满足某种局部可积性条件下，证明了一维时齐Ito型随机微分方程的强解比较定理。

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Adapted Solutions of Stochastic Differential Equations for Terminal and Boundary Value Problems with Poisson Jumps

带Poisson跳随机微分方程终值与边值问题的适应解

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