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Elsevier电子期刊(133)

在“Elsevier电子期刊”中，命中：133条，耗时：0.0230184 秒

在所有数据库中总计命中：224条

1.Local martingale solutions to the stochastic one layer shallow water equations

作者：Joshua Link ^{josh.link94@gmail.com} ; Phuong Nguyen ; ^{phunguye@umail.iu.edu} ; Roger Temam ^{temam@indiana.edu}

关键词：Shallow water equations ; Stochastic partial differential equations ; Galerkin approximation ; Martingale solutions ; Local existence

刊名：Journal of Mathematical Analysis and Applications

出版年：2017

2.Martingale and weak solutions for a stochastic nonlocal Burgers equation on finite intervals

作者：Guangying Lv^a ; ^{gylvmaths@henu.edu.cn} ; Jinqiao Duan^b ; ^duan@iit.edu

关键词：Itô ; 's formula ; Stochastic Burgers equation ; Nonlocal Burgers equation ; Prokhorov's theorem ; Skorokhod's embedding theorem

刊名：Journal of Mathematical Analysis and Applications

出版年：2017

3.Covering the recursive sets

作者：Bjø ; rn Kjos-Hanssen^a ; ^{bjoern.kjos-hanssen@hawaii.edu} ; Frank Stephan^b ; ^{fstephan@comp.nus.edu.sg} ; Sebastiaan A. Terwijn^c ; ^{terwijn@math.ru.nl}

关键词：03D28 ; 03D32

刊名：Annals of Pure and Applied Logic

出版年：2017

4.A distribution-function-valued SPDE and its applications

作者：Li Wang^a ; ^{wangli@mail.buct.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Xu Yang^b ; ^{xuyang@mail.bnu.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Xiaowen Zhou^c ; ^{xiaowen.zhou@concordia.ca" class="auth_mail" title="E-mail the corresponding author}

关键词：60H15 ; 60F15 ; 60J80

刊名：Journal of Differential Equations

出版年：2017

5.Infinite dimensional weak Dirichlet processes and convolution type processes

关键词：60H05 ; 60H15 ; 60H30 ; 35R60

刊名：Stochastic Processes and their Applications

出版年：2017

6.Solutions of martingale problems for Lévy-type operators with discontinuous coefficients and related SDEs

作者：Peter Imkeller^a ; Niklas Willrich^b ; ^{willrich@wias-berlin.de" class="auth_mail" title="E-mail the corresponding author}

关键词：60J25 ; 60H10 ; 60J75 ; 60G46 ; 60G52 ; 47G30

刊名：Stochastic Processes and their Applications

出版年：2016

7.On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps

作者：Wei Mao^a ; ^{jsjysxx_mwzy@126.com" class="auth_mail" title="E-mail the corresponding author} ; Surong You^b ; Xuerong Mao^c

关键词：Poisson random measure ; Nonlinear stochastic differential equations ; Asymptotic stability ; Numerical analysis

刊名：Journal of Computational and Applied Mathematics

出版年：2016

8.Continuous-time mean-variance portfolio selection with random horizon in an incomplete market

作者：Siyu Lv ^{lv2007sdu@163.com" class="auth_mail" title="E-mail the corresponding author} ; Zhen Wu ^{wuzhen@sdu.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Zhiyong Yu¹ ; ^{yuzhiyong@sdu.edu.cn" class="auth_mail" title="E-mail the corresponding author}

关键词：Mean&ndash ; variance model ; Stochastic LQ control ; Backward stochastic differential equation ; BMO-martingale

刊名：Automatica

出版年：2016

9.Pricing dynamic fund protections with regime switching

作者：Zhuo Jin^a ; Linyi Qian^b ; ^{lyqian@stat.ecnu.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Wei Wang^c ; Rongming Wang^b

关键词：Dynamic fund protection ; Martingale technique ; Markov chain approximation

刊名：Journal of Computational and Applied Mathematics

出版年：2016

10.Markov bridges: SDE representation

作者：Umut Ç ; etin^a ; ^{u.cetin@lse.ac.uk" class="auth_mail" title="E-mail the corresponding author} ; Albina Danilova^b ; ^{a.danilova@lse.ac.uk" class="auth_mail" title="E-mail the corresponding author}

关键词：Markov bridge ; hh-transform ; Martingale problem ; Weak convergence

刊名：Stochastic Processes and their Applications

出版年：2016

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