首页> 外文OA文献 >Pathwise stationary solutions of stochastic differential equations and backward doubly stochastic differential equations on infinite horizon

【2h】

Pathwise stationary solutions of stochastic differential equations and backward doubly stochastic differential equations on infinite horizon

机译：无限域上随机微分方程和向后双随机微分方程的路径固定解

页面导航

摘要
著录项
相似文献
相关主题

摘要

This is a pre-print.

机译：这是预印本。

著录项

作者
Zhang Qi; Zhao Huaizhong;
展开▼
作者单位

展开▼
年度 2006
总页数
原文格式 PDF
正文语种 en
中图分类

相似文献

外文文献
中文文献
专利

1. Stochastic PDEs and infinite horizon backward doubly stochastic differential equations [J] . Zhu B., Han B. Journal of applied mathematics . 2012,第Pta13期

机译：随机PDE和无限远向后双随机微分方程
2. Stochastic PDEs and Infinite Horizon Backward Doubly Stochastic Differential Equations [J] . BoZhu, BaoyanHan Journal of applied mathematics . 2012,第2期

机译：随机PDE和无限地平线向后双随机微分方程
3. Backward doubly stochastic differential equations with infinite time horizon [J] . Han Baoyan, Zhu Bo Applications of mathematics . 2012,第6期

机译：无限时间范围的倒向双随机微分方程
4. Comparison Theorems for the multi-dimensional Backward Doubly Stochastic Differential Equations [C] . Baoyan Han International Conference on Civil Engineering, Architecture and Building Materials . 2012

机译：多维后向双随机微分方程的比较定理
5. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. [D] . Song, Xiaoming. 2011

机译：Malliavin演算，用于分数布朗运动和数值格式驱动的后向随机微分方程和随机微分方程。
6. Infinite time interval backward stochastic differential equations with continuous coefficients [O] . Zhaojun Zong, Feng Hu -1

机译：具有连续系数的无限时间间隔后向随机微分方程
7. Backward doubly stochastic differential equations with infinite time horizon [O] . Zhu, Bo, Han, Baoyan 2012

机译：具有无限时间范围的倒向双随机微分方程

Pathwise stationary solutions of stochastic differential equations and backward doubly stochastic differential equations on infinite horizon

摘要

著录项

相似文献

相关主题

期刊订阅