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- Dissipativity of Stochastic Differential Systems 随机微分系统的耗散性
- neutral stochastic differential system with delay 中立型线性随机时滞系统
- Exponential Stability of Stochastic Differential Systems with Distributed Delays and Parameter Uncertainties 参数不确定分布时滞随机微分系统的指数稳定性
- Robust Analysis and Control for It(?) Stochastic Differential Systems with Time Delay and Markovian Switching 时滞Markov切换It(?)随机微分系统的鲁棒分析与控制
- Assume the parameter uncertainty is norm-bounded and the system dynamic is modeled by Ito-type stochastic differential equations. 假设参数不确定性是范数有界的并且系统的动态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随机微分方程,对一类耦合了一个代数方程的二阶拟线性抛物型偏微分方程系统,给出概率表示。
- The author uses comparison theorem for stochastic differential equations to explore the limit behavior of one-dimentional discontinuous dynamical system with small random perturbations. 作者利用随机微分方程的比较定理,确定间断动力系统在小随机扰动下的极限分布。
- This paper presents four structure methods of stochastic Lypanov function of Ito stochastic differential e-quations. 给出了相伴于Ito型随机微分方程的确定性随机李雅普诺夫函数的四种构造方法。
- 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随机微分方程式为主。
- Title: Existence and Pathwise Uniqueness of Solutions to Stochastic Differential Equations Driven by Countably Many Brownian Sheets. 关键词:双参数随机微分方程;双参数鞅;存在性;轨道唯一性
- Duffie & Epstein (1992b) also proposed a type of BSDE independently to characterize the stochastic differential utility (SDU). Duffie & Epstein(1992b)在研究随机微分效用过程中也独立地引进了一类倒向随机微分方程。
- At last, we extend the finite horizon to the infinite horizon and present the form of stochastic differential utility under the infinite horizon. 最后,将有限时间水平推广到无限时间水平,给出了无限时间水平下随机微分效用的形式。
- The theory of stochastic differential equation (SDE) was widely applied in the fields of economy, biology, physics and automatization. 随机微分方程的理论广泛应用于经济、生物、物理、自动化等领域,然而在很长一段时间里,由于缺乏有效的求解随机系统的数值方法以及足够强大的计算机计算能力,在实际问题中,以随机微分方程(组)为代表的描述物理现象的许多复杂的数学模型或者被束之高阁,或者被迫通过忽略随机因素而简化,均不能得到很好的应用。
- The invariant set and attractor for a class of non-autonomous delay differential system are investigated in this paper. 摘要研究了一类非自治时滞微分系统的解的不变集与吸引集。
- A book co-authored by Professor Yeung and Professor Petrosyan, Cooperative Stochastic Differential Games, is to be published soon by Springer-Verlag. ,谈判多时仍未能达成协议,就算达成协议,随著时局变化,原先的协议又出现问题。
- In this paper, we prove existence and uniqueness of strong solutions for stochastic differential equations by a transformation of killing their diffusion coefficients. 在这篇文章中我们通过一种去掉扩散系数的变换证明了随机微分方程强解的存在唯一性。
- In this paper,we prove existence and uniqueness of strong solutions for stochastic differential equations by a transformation of killing their diffusion coefficients. 在这篇文章中我们通过一种去掉扩散系数的变换证明了随机微分方程强解的存在唯一性.
- Under the most elementary conditions for backward stochastic differential equation introduced by Peng S., we put forward and prove a general converse comparison theorem. 在由彭实戈引入的倒向随机微分方程的最基本的条件下;提出并证明了一个一般的反比较定理.
- The backward stochastic differential equations (BSDEs) can describe a class of investment decision-making process problems, which leads its numerical method to be focused. 摘要倒向随机微分方程从数学上描述了一类投资决策过程,这使得它的数值解计算成为大家关注的焦点之一。
- Abstract: The sufficient conditions of the weak exponential asymptotic stability of impulsive differential system are obtained. 得到一个关于脉冲微分方程弱指数渐近稳定的判定定理.