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科研机构
山东大学 [24]
中国矿业大学(徐州) [1]
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期刊论文 [24]
会议论文 [1]
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2019 [5]
2018 [1]
2015 [1]
2014 [2]
2013 [1]
2012 [7]
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The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes
期刊论文
Journal of Systems Science and Complexity, 2019
作者:
Wang W.
;
Wu J.
;
Liu Z.
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/12/11
Forward-backward doubly stochastic differential equations
Itô-Lévy processes
linear quadratic problem
maximum principle
variational equation
Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2019, 卷号: 476, 期号: 1, 页码: 86-100
作者:
Wen, Jiaqiang
;
Shi, Yufeng
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/11
Backward doubly stochastic differential equations
Stochastic partial
differential equations
Nonlinear stochastic Feynman-Kac formula
The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Ito-Levy Processes
期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 4, 页码: 997-1018
作者:
Wang Wencan
;
Wu Jinbiao
;
Liu Zaiming
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/12/11
Forward-backward doubly stochastic differential equations
Ito-Levy
processes
linear quadratic problem
maximum principle
variational
equation
NONLINEAR FEYNMAN-KAC FORMULAS FOR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH SPACE-TIME NOISE
期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2019, 卷号: 51, 期号: 2, 页码: 955-990
作者:
Song, Jian
;
Song, Xiaoming
;
Zhang, Qi
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/11
stochastic partial differential equations
backward doubly stochastic
differential equations
Feynman-Kac formulas
ramdom periodic solutions
stationary solutions
random dynamical systems
Optimal control of backward doubly stochastic system
期刊论文
IET CONTROL THEORY AND APPLICATIONS, 2019, 卷号: 13, 期号: 12, 页码: 1844-1854
作者:
Wang, Wencan
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  |  
浏览/下载:15/0
  |  
提交时间:2019/12/11
stochastic processes
linear quadratic control
maximum principle
optimal control
stochastic systems
variational techniques
differential equations
sufficient condition
forward doubly stochastic
differential equation
forward-backward doubly stochastic differential
equation
optimal harvesting problem
linear-quadratic optimal control
problem
backward doubly stochastic system
control domain
classical
spike variation
duality technique
necessary condition
Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
期刊论文
Journal of Mathematical Analysis and Applications, 2018
作者:
Wen J.
;
Shi Y.
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/12/11
Backward doubly stochastic differential equations
Nonlinear stochastic Feynman–Kac formula
Stochastic partial differential equations
具有 Osgood 型生成元的多维倒向重随机微分方程
期刊论文
2015, 2015
王先飞,江龙,马娇娇等
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  |  
浏览/下载:4/0
  |  
提交时间:2017/06/15
倒向重随机微分方程,Osgood 条件,存在唯一性定理,稳定性定理,比较定理,backward doubly stochastic differential equations,Osgood condition,existence and uniqueness theorem,stability theorem,comparison theorem
A class of backward doubly stochastic differential equations with discontinuous coefficients
期刊论文
应用数学学报, 2014, 卷号: 30, 期号: 4, 页码: 965-976
作者:
Zhu, Qing-feng
;
Shi, Yu-feng
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  |  
浏览/下载:1/0
  |  
提交时间:2019/12/17
backward doubly stochastic differential equations
backward stochastic
integral
comparison theorem
A Class of Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients
期刊论文
Acta Mathematicae Applicatae Sinica(English Series), 2014, 期号: 04, 页码: 965-976
作者:
Qing-feng ZHU
;
Yu-feng SHI
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2019/12/17
backward doubly stochastic differential equations
backward stochastic integral
comparison theorem
ON THE PATHWISE UNIQUENESS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
期刊论文
The Rocky Mountain journal of mathematics, 2013, 卷号: 43, 期号: 5, 页码: 1739-1746
作者:
DEFEI ZHANG
;
PING HE
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/23
Backward doubly stochastic differential equations
stochastic partial differential equations
pathwise uniqueness
non-Lipschitz coefficients
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