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内部出版物
CNKI学位论文(15)
知网期刊论文(11)
在“
Elsevier电子期刊
”中,
命中:
77
条,耗时:小于0.01 秒
在所有数据库中总计命中:
26
条
1.
First and second order necessary conditions for stochastic optimal controls
作者:
Hé
;
lè
;
ne Frankowska
a
;
1
;
helene.frankowska@imj-prg.fr
;
Haisen Zhang
b
;
2
;
haisenzhang@yeah.net
;
Xu Zhang
c
;
3
;
zhang_xu@scu.edu.cn
关键词:
primary
;
93E20
;
secondary
;
49J53
;
60H07
;
60H
10
刊名:Journal of Differential Equations
出版年:2017
2.
Simulation of BSDEs with jumps by Wiener Chaos expansion
作者:
Christel Geiss
a
;
christel.geiss@jyu.fi" class="auth_mail" title="E-mail the corresponding author
;
Cé
;
line Labart
b
;
celine.labart@univ-savoie.fr" class="auth_mail" title="E-mail the corresponding author
关键词:
60H
10
;
60J75
;
60H
35
;
65C05
;
65G99
;
60H07
刊名:Stochastic Processes and their Applications
出版年:2016
3.
Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model
作者:
Nguyen Tien Dung
dung_nguyentien10@yahoo.com" class="auth_mail" title="E-mail the corresponding author
dungnt@fpt.edu.vn" class="auth_mail" title="E-mail the corresponding author
关键词:
91G30
;
60H
10
;
60H07
刊名:Statistics & Probability Letters
出版年:2016
4.
The density of solutions to multifractional stochastic Volterra integro-differential equations
作者:
Tien Dung Nguyen
dungnt@fpt.edu.vn" class="auth_mail" title="E-mail the corresponding author
关键词:
60G22
;
60H
20
;
60H07
刊名:Nonlinear Analysis
出版年:2016
5.
Stochastic regularization effects of semi-martingales on random functions
作者:
Romain Duboscq
1
;
romain.duboscq@math.univ-toulouse.fr" class="auth_mail" title="E-mail the corresponding author
;
Anthony Ré
;
veillac
;
anthony.reveillac@insa-toulouse.fr" class="auth_mail" title="E-mail the corresponding author
关键词:
primary
;
35R60
;
60H07
;
secondary
;
35Q84
刊名:Journal de mathematiques pures et appliquees
出版年:2016
6.
Tail probability estimates for additive functionals
作者:
Nguyen Tien Dung
dung_nguyentien10@yahoo.com" class="auth_mail" title="E-mail the corresponding author
dungnt@fpt.edu.vn" class="auth_mail" title="E-mail the corresponding author
关键词:
60G22
;
60H07
;
91G30
刊名:Statistics & Probability Letters
出版年:2016
7.
Berry-Esseen Type bound of a sequence and its application
作者:
Yoon Tae Kim
ytkim@hallym.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Hyun Suk Park
;
hspark@hallym.ac.kr" class="auth_mail" title="E-mail the corresponding author
关键词:
primary
;
60H07
;
secondary
;
60F25
刊名:Journal of the Korean Statistical Society
出版年:2016
8.
A note on the Malliavin-Sobolev spaces
作者:
Peter Imkeller
a
;
imkeller@math.hu-berlin.de" class="auth_mail" title="E-mail the corresponding author
;
Thibaut Mastrolia
b
;
mastrolia@ceremade.dauphine.fr" class="auth_mail" title="E-mail the corresponding author
;
Dylan Possamaï
;
b
;
possamai@ceremade.dauphine.fr" class="auth_mail" title="E-mail the corresponding author
;
Anthony Ré
;
veillac
c
;
anthony.reveillac@insa-toulouse.fr" class="auth_mail" title="E-mail the corresponding author
关键词:
primary
;
60H07
;
secondary
;
46B09
刊名:Statistics & Probability Letters
出版年:2016
9.
Smooth densities of the laws of perturbed diffusion processes
作者:
Lihu Xu
a
;
lihuxu@umac.mo" class="auth_mail" title="E-mail the corresponding author
;
Wen Yue
b
;
wenyue@hotmail.co.uk" class="auth_mail" title="E-mail the corresponding author
;
Tusheng Zhang
c
;
tusheng.zhang@manchester.ac.uk" class="auth_mail" title="E-mail the corresponding author
关键词:
60H07
刊名:Statistics & Probability Letters
出版年:2016
10.
Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives
作者:
K. Dahl
a
;
S.-E.A. Mohammed
b
;
2
;
B. Ø
;
ksendal
a
;
c
;
1
;
oksendal@math.uio.no" class="auth_mail" title="E-mail the corresponding author
;
E.E. Rø
;
se
a
关键词:
93EXX
;
93E20
;
60J75
;
60H07
;
34K50
刊名:Journal of Functional Analysis
出版年:2016
1
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3
4
5
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7
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