This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.
本文研究了随机游走和离散的倒向随机微分方程。
First, we get the small noise asymptotic results for stochastic differential equation with jumps.
首先，我们得到了带跳的随机微分方程的小噪音渐近结果。
It mainly carries on the continuous process stochastic differential equation discretization of the research.
技术上的思想主要是将连续过程的随机微分方程离散化来进行研究。
Backward Stochastic Differential Equation (BSDE), Fractional Brownian Motion and Its Applications, Stochastic Control, etc.
倒向随机微分方程，分数布朗运动及其应用，随机控制等。
A stochastic differential equation, which controls strength degradation, is obtained from the model randomized by Markov process.
对其进行随机化处理，得到控制强度退化过程的随机微分方程。
Moreover, the stochastic differential equation of seepage boundary is proposed and the mechanism of seepage evolution is analyzed.
建立了渗流边界的随机微分方程，揭示了渗流边界形貌的演化机理。
We show that the positive solution of the associated stochastic differential equation does not explode to infinity in a finite time.
本文给出了随机微分方程存在唯一正解，且解在有限时间内不爆破。
Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.
因此，研究倒向随机微分方程具有重要的理论意义和应用价值。
Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.
随机控制，微分对策，随机分析，正倒向随机微分方程，金融数学。
Basing on analysis of TCP flow control stochastic differential equation model, this paper presents a new method to analysis queue fluctuation.
本文在分析TCP流量控制微分方程模型的基础上，提出一种新的队列波动分析方法。
With the theory of stochastic differential equation, the authors discuss a problem of a class of risk investment portfolio with stochastic character.
利用随机微分方程理论，对一类具有随机特征的风险投资组合问题进行深入研究。
The Dynamic Asset Share Pricing Theoretical Models are set up according to modern finance theory using Backward Stochastic Differential Equation Theory.
运用倒向随机微分方程数学方法，建立了动态资产份额定价理论模型。
The stochastic differential equation is used to replace the ordinary differential equation to describe the process of the flow concentration more reasonable.
为了更合理的描述汇流过程，建模时应用随机微分方程替代确定性常微分方程。
This paper discusses and introduces several kinds of commonly used model of stochastic differential equation and the method of solution in the groundwater movement.
该文探讨和介绍了地下水运动中几类常用的随机微分方程模型与求解方法。
The dissertation also presents the ways of estimation and test of co-persistence relationship and compares two type of models by using the ways of stochastic differential equation.
论文还从随机微分方程的角度比较和分析了两类波动模型之间存在的相互关系。
In this note, we give the detail proofs of time-homogeneity of the solution of backward stochastic differential equation (BSDE in short) and their explanations in financial market.
本注记在一定条件下证明了倒向随机微分方程(简记为BSDE)的解满足时齐性，并给出其在金融市场中的解释。
Stochastic sand trajectories in wind-blown sand were obtained by solving the differential equation which describes the vertical fluctuating velocity of sand grains.
通过对描述沙粒垂向运动速度脉动分量的随机微分方程的直接求解，获得了风沙流中沙粒运动的随机轨迹。
The unified differential equation is developed after making the stochastic excitation and observation noise be of equal dimensions.
将随机输入和观测噪声等维化处理后，建立了结构振动及其控制系统差分方程的统一模式。
In this paper, the identification problem of stochastic multivariable continuous-time system which is described by a stochastic vector differential equation is discussed.
本文讨论了由随机向量微分方程描述的多变量连续系统的辨识问题。
The differential and integral equation for survival probability and a upper bound of ruin probability are given by using renewal theory and stochastic process approach.
利用更新理论和随机过程等方法，给出了模型生存概率所满足的微积分方程关系式和破产概率的一个上界估计。
The differential and integral equation for survival probability and a upper bound of ruin probability are given by using renewal theory and stochastic process approach.
利用更新理论和随机过程等方法，给出了模型生存概率所满足的微积分方程关系式和破产概率的一个上界估计。
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