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浏览/检索结果: 共6条，第1-6条 帮助 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 Asymptotic properties of a stochastic Lotka-Volterra model with infinite delay and regime switching 期刊论文 ADVANCES IN DIFFERENCE EQUATIONS, 2018 作者:  Lin, Qingteng;  Chen, Lijing;  Wen, Chunlan;  Wei, Fengying 收藏  |  浏览/下载：5/0  |  提交时间：2019/11/21 Moment estimation  Infinite delay  Stochastic Lotka-Volterra model  Markovian chains  Stochastically ultimate boundedness   A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models 期刊论文 METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2018, 卷号: 20, 期号: 1, 页码: 369-384 作者:  Liu, Yue[1];  Privault, Nicolas[2] 收藏  |  浏览/下载：6/0  |  提交时间：2019/12/24 Optimal stopping  Markovian regime switching  Non-monotone free boundary  Recursive approximation   An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis 期刊论文 STOCHASTIC ANALYSIS AND APPLICATIONS, 2017, 卷号: 35, 期号: 5, 页码: 919-940 作者:  Liu, Yue[1];  Privault, Nicolas[2] 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/24 Integration by parts  Markov chains  regime switching  sensitivity analysis   Optimal financing and dividend policy with Markovian switching regimes 期刊论文 Communications in Statistics - Theory and Methods, 2017, 卷号: Vol.46 No.5, 页码: 2161-2180 作者:  Zhu, Huiming;  Deng, Chao;  Deng, Yingchun;  Huang, Ya 收藏  |  浏览/下载：16/0  |  提交时间：2019/12/31 Markov regime switching  upward jump model  optimal dividend  equity issuance  Hamilton–Jacobi–Bellman equation   Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model 期刊论文 2015, 卷号: 2015 作者:  Ma, Chaoqun[1];  Wu, Hui[1];  Lin, Xiang[2] 收藏  |  浏览/下载：2/0  |  提交时间：2019/12/30 Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model 期刊论文 Mathematical Problems in Engineering, 2015, 卷号: Vol.2015 作者:  Ma, Chaoqun;  Wu, Hui;  Lin, Xiang 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/31