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- Dissipativity of Stochastic Differential Systems 隨機微分系統的耗散性
- neutral stochastic differential system with delay 中立型線(xiàn)性隨機時(shí)滯系統
- Exponential Stability of Stochastic Differential Systems with Distributed Delays and Parameter Uncertainties 參數不確定分布時(shí)滯隨機微分系統的指數穩定性
- Robust Analysis and Control for It(?) Stochastic Differential Systems with Time Delay and Markovian Switching 時(shí)滯Markov切換It(?)隨機微分系統的魯棒分析與控制
- Assume the parameter uncertainty is norm-bounded and the system dynamic is modeled by Ito-type stochastic differential equations. 假設參數不確定性是范數有界的并且系統的動(dòng)態(tài)方程是由伊藤微分方程所描述的。
- This paper gives the probabilistic interpretation for one system of the second order quasilinear parabolic partial differential equations combined with an algebra equation using fully coupled forward-backward stochastic differential equation. 本文利用完全耦合的正倒向隨機微分方程,對一類(lèi)耦合了一個(gè)代數方程的二階擬線(xiàn)性?huà)佄镄推⒎址匠滔到y,給出概率表示。
- The author uses comparison theorem for stochastic differential equations to explore the limit behavior of one-dimentional discontinuous dynamical system with small random perturbations. 作者利用隨機微分方程的比較定理,確定間斷動(dòng)力系統在小隨機擾動(dòng)下的極限分布。
- This paper presents four structure methods of stochastic Lypanov function of Ito stochastic differential e-quations. 給出了相伴于Ito型隨機微分方程的確定性隨機李雅普諾夫函數的四種構造方法。
- This method is based on Ito stochastic differential equation which provides the statistical characteristic of the state variables. 此研究方法是以伊藤隨機微分方程式為主。
- Title: Existence and Pathwise Uniqueness of Solutions to Stochastic Differential Equations Driven by Countably Many Brownian Sheets. 關(guān)鍵詞:雙參數隨機微分方程;雙參數鞅;存在性;軌道唯一性
- Duffie & Epstein (1992b) also proposed a type of BSDE independently to characterize the stochastic differential utility (SDU). Duffie & Epstein(1992b)在研究隨機微分效用過(guò)程中也獨立地引進(jìn)了一類(lèi)倒向隨機微分方程。
- At last, we extend the finite horizon to the infinite horizon and present the form of stochastic differential utility under the infinite horizon. 最后,將有限時(shí)間水平推廣到無(wú)限時(shí)間水平,給出了無(wú)限時(shí)間水平下隨機微分效用的形式。
- The theory of stochastic differential equation (SDE) was widely applied in the fields of economy, biology, physics and automatization. 隨機微分方程的理論廣泛應用于經(jīng)濟、生物、物理、自動(dòng)化等領(lǐng)域,然而在很長(cháng)一段時(shí)間里,由于缺乏有效的求解隨機系統的數值方法以及足夠強大的計算機計算能力,在實(shí)際問(wèn)題中,以隨機微分方程(組)為代表的描述物理現象的許多復雜的數學(xué)模型或者被束之高閣,或者被迫通過(guò)忽略隨機因素而簡(jiǎn)化,均不能得到很好的應用。
- The invariant set and attractor for a class of non-autonomous delay differential system are investigated in this paper. 摘要研究了一類(lèi)非自治時(shí)滯微分系統的解的不變集與吸引集。
- A book co-authored by Professor Yeung and Professor Petrosyan, Cooperative Stochastic Differential Games, is to be published soon by Springer-Verlag. ,談判多時(shí)仍未能達成協(xié)議,就算達成協(xié)議,隨著(zhù)時(shí)局變化,原先的協(xié)議又出現問(wèn)題。
- In this paper, we prove existence and uniqueness of strong solutions for stochastic differential equations by a transformation of killing their diffusion coefficients. 在這篇文章中我們通過(guò)一種去掉擴散系數的變換證明了隨機微分方程強解的存在唯一性。
- In this paper,we prove existence and uniqueness of strong solutions for stochastic differential equations by a transformation of killing their diffusion coefficients. 在這篇文章中我們通過(guò)一種去掉擴散系數的變換證明了隨機微分方程強解的存在唯一性.
- Under the most elementary conditions for backward stochastic differential equation introduced by Peng S., we put forward and prove a general converse comparison theorem. 在由彭實(shí)戈引入的倒向隨機微分方程的最基本的條件下;提出并證明了一個(gè)一般的反比較定理.
- The backward stochastic differential equations (BSDEs) can describe a class of investment decision-making process problems, which leads its numerical method to be focused. 摘要倒向隨機微分方程從數學(xué)上描述了一類(lèi)投資決策過(guò)程,這使得它的數值解計算成為大家關(guān)注的焦點(diǎn)之一。
- Abstract: The sufficient conditions of the weak exponential asymptotic stability of impulsive differential system are obtained. 得到一個(gè)關(guān)于脈沖微分方程弱指數漸近穩定的判定定理.