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浏览/检索结果: 共46条，第1-10条 帮助 限定条件 发表日期：2017    专题：山东大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 RETRACTED: Multidimensional viscosity solution theory of semi-linear partial differential equations (Retracted article. See vol. 463, pg. 1169, 2018) 期刊论文 JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2017, 卷号: 456, 期号: 2, 页码: 1347-1364 作者:  Yang, Shuzhen 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/16 Multidimensional PDEs  BSDEs  Viscosity solution  Comparison theorem   Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion 期刊论文 STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2017, 卷号: 127, 期号: 1, 页码: 107-134 作者:  Hu, Mingshang;  ji, Shaolin 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/16 G-expectation  Backward stochastic differential equations  Stochastic  recursive optimal control  Robust control  Dynamic programming principle   Index theory for heteroclinic orbits of Hamiltonian systems 期刊论文 CALCULUS OF VARIATIONS AND PARTIAL DIFFERENTIAL EQUATIONS, 2017, 卷号: 56, 期号: 6 作者:  Hu, Xijun;  Portaluri, Alessandro 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/16 Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs 期刊论文 中国科学. 数学, 2017, 卷号: 60, 期号: 5, 页码: 923-948 作者:  Li, Yang;  Yang, Jie;  Zhao, WeiDong 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/16 convergence analysis  Crank-Nicolson scheme  decoupled forward backward  stochastic differential equations  Malliavin calculus  trapezoidal rule   Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2017 作者:  Zhuang, Yi 收藏  |  浏览/下载：10/0  |  提交时间：2019/12/16 stochastic differential game  maximum principle  stochastic differential  delayed equation  linear-quadratic problem  partial information  g-expectation  convex risk measure   Ito-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations 期刊论文 高等学校计算数学学报, 2017, 卷号: 10, 期号: 4, 页码: 798-828 作者:  Sun Yabing;  Yang Jie;  Zhao Weidong 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/16 Ito-Taylor scheme  mean-field stochastic differential equation  mean-field Ito-Taylor formula  error estimate   Monotone iterative technique for nonlinear boundary value problems of fractional order p is an element of (2,3] 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2017 作者:  Cui, Yujun;  Sun, Qiao;  Su, Xinwei 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/11 fractional differential equation  monotone iterative technique  comparison result   A new Mittag-Leffler function undetermined coefficient method and its applications to fractional homogeneous partial differential equations 期刊论文 JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS, 2017, 卷号: 10, 期号: 8, 页码: 4515-4523 作者:  Liu, YanQin;  Sun, HongGuang;  Yin, XiuLing;  Xin, BaoGui 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/11 Mittag-Leffler function  undetermined coefficient method  fractional  homogeneous equation  Caputo derivative   Maximum principle for near-optimality of stochastic delay control problem 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2017 作者:  Zhang, Feng 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/11 maximum principle  near-optimal control  stochastic differential delay  equation  Ekeland's variational principle   SECOND-ORDER NUMERICAL SCHEMES FOR DECOUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS 期刊论文 计算数学：英文版, 2017, 期号: 02 作者:  Weidong Zhao[1];  Wei Zhang[2];  Guannan Zhang[3] 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/11 提交向后算法  随机的微分方程  BROWNIAN 运动  随机的措施  分离时间的系统  近似理论