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在“
Elsevier电子期刊
”中,
命中:
11
条,耗时:小于0.01 秒
在所有数据库中总计命中:
21
条
1.
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
2.
A generalized Girsanov transformation of finite state stochastic processes in discrete time
作者:
Samuel N. Cohen
;
Shaolin
Ji
;
Shuzhen Yang
关键词:
Backward stochastic difference equations (BSDEs)
;
Girsanov transformation
;
Signed measures
刊名:Statistics and Probability Letters
出版年:January, 2014
3.
Backward stochastic differential equations driven by -Brownian motion
作者:
Mingshang Hu
;
Shaolin
Ji
;
Shige Peng
;
Yongsheng Song
关键词:
60H10
;
60H30
刊名:Stochastic Processes and their Applications
出版年:January, 2014
4.
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
5.
A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints
作者:
Shaolin
Ji
;
Qingmeng Wei
关键词:
Fully coupled FBSDEs
;
Maximum principle
;
State constraints
;
Ekeland&rsquo
;
s variational principle
刊名:Journal of Mathematical Analysis and Applications
出版年:2013
6.
Dual method for continuous-time Markowitz's problems with nonlinear wealth equations
作者:
Shaolin
Ji
关键词:
Backward stochastic differential equation
;
Stochastic optimal control
;
Stochastic maximum principle
;
Continuous-time mean-variance portfolio selection model
刊名:Journal of Mathematical Analysis and Applications
出版年:2010
7.
The Neyman–Pearson lemma under g-probability
作者:
Shaolin
Ji
;
Xun Yu Zhou
关键词:
Clifford analysis
;
Superspace
;
Dirac operator
;
Radial algebra
刊名:Comptes Rendus Mathematique
出版年:2008
8.
Terminal perturbation method for the backward approach to continuous time mean–variance portfolio selection
作者:
Shaolin
Ji
;
Shige Peng
关键词:
Continuous time mean–
;
variance portfolio selection
;
Backward stochastic differential equation (BSDE)
;
Terminal perturbation method
;
Dual method
;
Ekeland’
;
s variational principle
刊名:Stochastic Processes and their Applications
出版年:2008
9.
Assessment of frozen-ground conditions for engineering geology along the Qinghai–Tibet highway and railway, China
作者:
Huijun
Ji
n
;
Zhi Wei
;
Shaolin
g Wang
;
Qihao Yu
;
Lanzhi Lü
;
Qingbai Wu
;
Yanjun
Ji
关键词:
Assessment
;
Engineering geology
;
Ice content
;
MAGT
;
Permafrost
;
Qinghai–
;
Tibet Corridor
刊名:Engineering Geology
出版年:2008
10.
On the solvability of infinite horizon forward–backward stochastic differential equations with absorption coefficients
作者:
Dongmei Guo
;
Shaolin
Ji
and Huaizhong Zhao
关键词:
Infinite horizon
;
Forward–
;
backward stochastic differential equations
;
Absorption condition
刊名:Statistics and Probability Letters
出版年:2006
1
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