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- Dissipativity of Stochastic Differential Systems 隨機微分系統的耗散性
- neutral stochastic differential system with delay 中立型線性隨機時滯系統
- Exponential Stability of Stochastic Differential Systems with Distributed Delays and Parameter Uncertainties 參數不確定分佈時滯隨機微分系統的指數穩定性
- Robust Analysis and Control for It(?) Stochastic Differential Systems with Time Delay and Markovian Switching 時滯Markov切換It(?)隨機微分系統的魯棒分析與控制
- Assume the parameter uncertainty is norm-bounded and the system dynamic is modeled by Ito-type stochastic differential equations. 假設參數不確定性是范數有界的並且系統的動態方程是由伊藤微分方程所描述的。
- This paper gives the probabilistic interpretation for one system of the second order quasilinear parabolic partial differential equations combined with an algebra equation using fully coupled forward-backward stochastic differential equation. 本文利用完全耦合的正倒向隨機微分方程,對一類耦合了一個代數方程的二階擬線性拋物型偏微分方程系統,給出概率表示。
- The author uses comparison theorem for stochastic differential equations to explore the limit behavior of one-dimentional discontinuous dynamical system with small random perturbations. 作者利用隨機微分方程的比較定理,確定間斷動力系統在小隨機擾動下的極限分佈。
- This paper presents four structure methods of stochastic Lypanov function of Ito stochastic differential e-quations. 給出了相伴於Ito型隨機微分方程的確定性隨機李雅普諾夫函數的四種構造方法。
- This method is based on Ito stochastic differential equation which provides the statistical characteristic of the state variables. 此研究方法是以伊藤隨機微分方程式為主。
- Title: Existence and Pathwise Uniqueness of Solutions to Stochastic Differential Equations Driven by Countably Many Brownian Sheets. 關鍵詞:雙參數隨機微分方程;雙參數鞅;存在性;軌道唯一性
- Duffie & Epstein (1992b) also proposed a type of BSDE independently to characterize the stochastic differential utility (SDU). Duffie & Epstein(1992b)在研究隨機微分效用過程中也獨立地引進了一類倒向隨機微分方程。
- At last, we extend the finite horizon to the infinite horizon and present the form of stochastic differential utility under the infinite horizon. 最後,將有限時間水平推廣到無限時間水平,給出了無限時間水平下隨機微分效用的形式。
- The theory of stochastic differential equation (SDE) was widely applied in the fields of economy, biology, physics and automatization. 隨機微分方程的理論廣泛應用於經濟、生物、物理、自動化等領域,然而在很長一段時間裡,由於缺乏有效的求解隨機系統的數值方法以及足夠強大的計算機計算能力,在實際問題中,以隨機微分方程(組)為代表的描述物理現象的許多複雜的數學模型或者被束之高閣,或者被迫通過忽略隨機因素而簡化,均不能得到很好的應用。
- The invariant set and attractor for a class of non-autonomous delay differential system are investigated in this paper. 摘要研究了一類非自治時滯微分系統的解的不變集與吸引集。
- A book co-authored by Professor Yeung and Professor Petrosyan, Cooperative Stochastic Differential Games, is to be published soon by Springer-Verlag. ,談判多時仍未能達成協議,就算達成協議,隨著時局變化,原先的協議又出現問題。
- In this paper, we prove existence and uniqueness of strong solutions for stochastic differential equations by a transformation of killing their diffusion coefficients. 在這篇文章中我們通過一種去掉擴散係數的變換證明了隨機微分方程強解的存在唯一性。
- In this paper,we prove existence and uniqueness of strong solutions for stochastic differential equations by a transformation of killing their diffusion coefficients. 在這篇文章中我們通過一種去掉擴散係數的變換證明了隨機微分方程強解的存在唯一性.
- Under the most elementary conditions for backward stochastic differential equation introduced by Peng S., we put forward and prove a general converse comparison theorem. 在由彭實戈引入的倒向隨機微分方程的最基本的條件下;提出並證明了一個一般的反比較定理.
- The backward stochastic differential equations (BSDEs) can describe a class of investment decision-making process problems, which leads its numerical method to be focused. 摘要倒向隨機微分方程從數學上描述了一類投資決策過程,這使得它的數值解計算成為大家關注的焦點之一。
- Abstract: The sufficient conditions of the weak exponential asymptotic stability of impulsive differential system are obtained. 得到一個關於脈衝微分方程弱指數漸近穩定的判定定理.