这是研究正倒向随机微分方程的基础。
This work is a foundation of the study of forward-backward equations.
对带跳的倒向随机微分方程进行了研究。
Discusses the Backward Stochastic Differential Equations with Jumps.
本文研究了随机游走和离散的倒向随机微分方程。
This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.
首先，我们得到了带跳的随机微分方程的小噪音渐近结果。
First, we get the small noise asymptotic results for stochastic differential equation with jumps.
讨论由随机微分方程描述的随机连续信号的辨识建模问题。
The modeling problem for stochastic continuous signals, described by stochastic differential equations, is discussed.
倒向随机微分方程，分数布朗运动及其应用，随机控制等。
Backward Stochastic Differential Equation (BSDE), Fractional Brownian Motion and Its Applications, Stochastic Control, etc.
在论文的最后，给出了倒向随机微分方程在金融中的几个应用。
At the end of the paper, we give the application of BSDE in finance.
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。
A stochastic differential equation, which controls strength degradation, is obtained from the model randomized by Markov process.
项目研究的是ISDEP（等离子体的随机微分方程）的应用。
The project currently hosts the ISDEP - Integrator of Stochastic Differential Equations in Plasmas - application.
介绍了一类具有跳-扩散参数的随机微分方程的数值逼近方法。
Euler approximation is introduced for a broad class of jump-diffusion equations in this paper.
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。
Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.
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。
Moreover, the stochastic differential equation of seepage boundary is proposed and the mechanism of seepage evolution is analyzed.
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。
It mainly carries on the continuous process stochastic differential equation discretization of the research.
通过鞅方法构造耦合算子，研究了多值随机微分方程中的耦合方法。
Through the martingale approach, the construction of coupling operators is explored and coupling methods in multivalued stochastic differential equations are studied.
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。
Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.
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。
We show that the positive solution of the associated stochastic differential equation does not explode to infinity in a finite time.
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 Dynamic Asset Share Pricing Theoretical Models are set up according to modern finance theory using Backward Stochastic Differential Equation Theory.
相对于随机微分方程的广泛讨论，随机积分方程的研究就显得滞后很多。
Compared with the study of stochastic differential equations, non-Lipschitz stochastic integral equations seems relatively lagging.
基于随机微分方程稳定性理论，给出了随机保性能控制器存在的充分条件。
Based on stability theory in stochastic differential equations, a sufficient condition on the existence of stochastically guaranteed cost controllers is derived.
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。
This paper discusses and introduces several kinds of commonly used model of stochastic differential equation and the method of solution in the groundwater movement.
建立了大型浮体结构考虑风浪和爆炸载荷作用的大幅横摇运动随机微分方程；
The large-amplitude rolling random differential equation has been founded of floating structure subjected to wind-wave and explosive loading.
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。
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.
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。
The stochastic differential equation is used to replace the ordinary differential equation to describe the process of the flow concentration more reasonable.
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。
With the theory of stochastic differential equation, the authors discuss a problem of a class of risk investment portfolio with stochastic character.
本文利用倒向随机微分方程研究了连续时间下基于可交易证券的风险资产定价模型。
This paper develops a continuous time model by means of the BSDE methodology, in order to price risky assets in terms of the real probability measure.
在随机微分方程的基础上，我们建立了金融市场模型，并且分析了模型的解与性质。
Using the stochastic theory to analyse the finance market model, we discuss the solution and properties of the model.
运用随机微分方程理论，推导了一个水质模型，提出了河流水质管理的随机规划方法。
This paper deduces a water quality model by using the theory of random differential equations, and proposes a stochastic method for water quality management at a river.
结合分离原理和正倒向随机微分方程理论，我们得到了显式的可观测的Nash均衡点。
Combining the separation principle with the theory of forward and backward stochastic differential equations, we obtain the explicit observable Nash equilibrium point of this kind of game problem.
结合分离原理和正倒向随机微分方程理论，我们得到了显式的可观测的Nash均衡点。
Combining the separation principle with the theory of forward and backward stochastic differential equations, we obtain the explicit observable Nash equilibrium point of this kind of game problem.
应用推荐