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Elsevier电子期刊(23)

在“Elsevier电子期刊”中，命中：23条，耗时：0.0149632 秒

在所有数据库中总计命中：67条

1.Dynamic programming principle for stochastic recursive optimal control problem driven by a -Brownian motion

作者：Mingshang Hu^a ; ^{humingshang@sdu.edu.cn} ; Shaolin Ji^a ; ^b ; ^{jsl@sdu.edu.cn}

关键词：93E20 ; 60H10 ; 35K15

刊名：Stochastic Processes and their Applications

出版年：2017

2.Maximum principle for forward-backward stochastic control system under -expectation and relation to dynamic programming

作者：Zhongyang Sun ; ^{zysun_nk@126.com" class="auth_mail" title="E-mail the corresponding author}

关键词：GG-expectation ; GG-Brownian motion ; Stochastic recursive optimal control ; Stochastic maximum principle ; Recursive utility ; Portfolio optimization

刊名：Journal of Computational and Applied Mathematics

出版年：2016

3.Non-zero-sum reinsurance games subject to ambiguous correlations

作者：Chi Seng Pun^a ; ^{cspun@ntu.edu.sg" class="auth_mail" title="E-mail the corresponding author} ; Chi Chung Siu^b ; ^{chichung.siu@uts.edu.au" class="auth_mail" title="E-mail the corresponding author} ; Hoi Ying Wong^c ; ^{hywong@cuhk.edu.hk" class="auth_mail" title="E-mail the corresponding author}

关键词：Reinsurance ; Non-zero-sum stochastic differential game ; Ambiguous correlation ; GG-Brownian motion ; Hamiltonian&ndash ; Jacobi&ndash ; Bellman&ndash ; Isaacs equation ; Nash equilibrium

刊名：Operations Research Letters

出版年：2016

4.A survey of practical equations for prediction of effective thermal conductivity of spherical-particle nanofluids

作者：Ashkan Vatani ; ^{ashkan.vatani@griffithuni.edu.au" class="auth_mail" title="E-mail the corresponding author} ; Peter Lloyd Woodfield ; Dzung Viet Dao

关键词：Nanofluid ; Thermal conductivity ; Prediction models

刊名：Journal of Molecular Liquids

出版年：2015

5.Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by -Brownian motion

作者：Mingshang Hu ; Shaolin Ji ; Shige Peng ; Yongsheng Song

关键词：GG-expectation ; Backward SDEs ; Comparison theorem ; Feynman&ndash ; Kac formula ; Girsanov transformation

刊名：Stochastic Processes and their Applications

出版年：February, 2014

6.Stochastic maximum principle for optimal control with multiple priors

作者：Yuhong Xu

关键词：Stochastic maximum principle ; Multiple priors ; GG-expectation ; GG-Brownian motion

刊名：Systems and Control Letters

出版年：February, 2014

7.Ambiguous volatility, possibility and utility in continuous time

作者：Larry G. Epstein ; Shaolin Ji

关键词：Ambiguity ; Recursive utility ; GG-Brownian motion ; Undominated measures ; Quasisure analysis ; Robust stochastic volatility

刊名：Journal of Mathematical Economics

出版年：January, 2014

8.Simulation of longitudinal string waves through a single polymer molecule

作者：Anders Korsb盲ck ; Anders E. Wallin ; Edward H忙ggstr枚m

关键词：Single-molecule acoustics ; Nanoacoustics ; Discrete worm-like chain ; Optical tweezers ; Brownian dynamics

刊名：Wave Motion

出版年：January, 2014

9.Non-linear Neumann's condition for the heat equation: a probabilistic representation using catalytic super-Brownian motion

作者：Jean-Franç ; ois Delmas ; Pascal Vogt

关键词：Non-linear boundary value problem ; Collision local time ; Catalytic super-Brownian motion ; Exit-measure

刊名：Annales de l'Institut Henri Poincare (B) Probability and Statistics

出版年：2005

10.Testing multivariate distributions in GARCH models

作者：Jushan Bai ; Zhihong Chen

关键词：K-transformation ; Brownian motion ; Distribution-free tests ; Multivariate normality ; Multivariate ; none ; color ; black"" href=""/science?_ob=MathURL&_method=retrieve&_udi=B6VC0-4PGGP8K-3&_mathId=mml14&_user=10&_cdi=

刊名：Journal of Econometrics

出版年：2008

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