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浏览/检索结果: 共11条，第1-10条 帮助 限定条件 发表日期：2017     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 EFFICIENT SPECTRAL SPARSE GRID APPROXIMATIONS FOR SOLVING MULTI-DIMENSIONAL FORWARD BACKWARD SDES 期刊论文 DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2017, 卷号: 22, 期号: 9, 页码: 3439-3458 作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao 收藏  |  浏览/下载：23/0  |  提交时间：2018/07/30 Spectral method  sparse grid approximations  forward backward stochastic differential equations  conditional expectations  fast Fourier transform   Deferred Correction Methods for Forward Backward Stochastic Differential Equations 期刊论文 NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2017, 卷号: 10, 期号: 2, 页码: 222-242 作者:  Tang, Tao;  Zhao, Weidong;  Zhou, Tao 收藏  |  浏览/下载：28/0  |  提交时间：2018/07/30 Deferred correction method  forward backward stochastic differential equations  Euler method  high-order scheme   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   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   INFINITE HORIZON JUMP-DIFFUSION FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATION TO BACKWARD LINEAR-QUADRATIC PROBLEMS 期刊论文 ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2017, 卷号: 23, 期号: 4, 页码: 1331-1359 作者:  Yu, Zhiyong 收藏  |  浏览/下载：16/0  |  提交时间：2019/12/12 Forward-backward stochastic differential equation  monotonicity  condition  stochastic optimal control  nonzero-sum stochastic  differential game  linear-quadratic problem   Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs 期刊论文 Science China(Mathematics), 2017, 期号: 05, 页码: 923-948 作者:  LI Yang;  YANG Jie;  ZHAO WeiDong 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/12 convergence analysis  Crank-Nicolson scheme  decoupled forward backward stochastic differential equations  Malliavin calculus  trapezoidal rule   SECOND-ORDER NUMERICAL SCHEMES FOR DECOUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS 期刊论文 JOURNAL OF COMPUTATIONAL MATHEMATICS, 2017, 卷号: 35, 期号: 2, 页码: 213-244 作者:  Zhao, Weidong;  Zhang, Wei;  Zhang, Guannan 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/12 Decoupled FBSDEs with Levy jumps  Backward Kolmogorov equation  Non-linear Feynman-Kac formula  Second-order convergence  Error  estimates   Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Delay Systems Involving Impulse Controls 期刊论文 系统科学与复杂性学报（英文版）, 2017, 卷号: 30, 期号: 2, 页码: 280-306 作者:  Wang Shujun;  Wu Zhen 收藏  |  浏览/下载：5/0  |  提交时间：2019/12/12 Forward-backward stochastic differential delay equations  impulse controls  maximum principle  optimal control   Stochastic Maximum Principle for Optimal Control Problems of Forward-Backward Delay Systems Involving Impulse Controls 期刊论文 Journal of Systems Science & Complexity, 2017, 期号: 02, 页码: 280-306 作者:  WANG Shujun;  WU Zhen 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/12 Forward-backward stochastic differential delay equations  impulse controls  maximum principle  optimal control