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Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations

机译：切换扩散的费曼-卡克公式：偏微分方程和随机微分方程系统的连接

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Nicholas A Baran; George Yin; Chao Zhu;
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年度 2013
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1. Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations [J] . Nicholas A Baran, George Yin, Chao Zhu Advances in Difference Equations . 2013,第1期

机译：切换扩散的费曼-卡克公式：偏微分方程和随机微分方程系统的连接
2. Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations [J] . Nicholas A Baran, George Yin, Chao Zhu Advances in Difference Equations . 2013,第1期

机译：切换扩散的费曼-卡克公式：偏微分方程和随机微分方程系统的连接
3. Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations [J] . Nicholas A Baran, George Yin, Chao Zhu Advances in Difference Equations . 2013,第1期

机译：切换扩散的费曼-卡克公式：偏微分方程和随机微分方程系统的连接
4. On the partial stochastic stability of stochastic differential delay equations with Markovian switching [C] . Dezhi Liu, Weiqun Wang International Conference on Advances in Materials Science and Manufacturing Technology . 2013

机译：基于马尔维亚开关的随机微径方程的局部随机稳定性
5. Model, identification & analysis of complex stochastic systems: Applications in stochastic partial differential equations and multiscale mechanics. [D] . Das, Sonjoy. 2008

机译：复杂随机系统的模型，识别和分析：在随机偏微分方程和多尺度力学中的应用。
6. Multiscale Stochastic Reaction–Diffusion Algorithms Combining Markov Chain Models with Stochastic Partial Differential Equations [O] . Hye-Won Kang, Radek Erban -1

机译：马尔可夫链模型与随机偏微分方程相结合的多尺度随机反应扩散算法
7. Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations [O] . Hu, Ying, Tang, Shanjian 2015

机译：倒向随机倒向随机微分方程和相关系统的切换随机博弈
8. The Connection between Partial Differential Equations Soluble by Inverse Scattering and Ordinary Differential Equations of Painleve Type [R] . McLeod, J. B., Olver, P. J. 1980

机译：反散射可解的偏微分方程与painleve型常微分方程的联系

Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations

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