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内部出版物
CNKI学位论文(3)
知网期刊论文(10)
在“
Elsevier电子期刊
”中,
命中:
148
条,耗时:小于0.01 秒
在所有数据库中总计命中:
13
条
1.
On the Laplace transforms of the first exit times in one-dimensional non-affine jump-diffusion models
作者:
Pavel V. Gapeev
a
;
p.v.gapeev@lse.ac.uk
;
Yavor I. Stoev
b
;
ystoev@umich.edu
关键词:
primary
;
60J
75
;
60G40
;
60E10
;
secondary
;
34B05
;
60J60
;
60G51
刊名:Statistics & Probability Letters
出版年:2017
2.
Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
作者:
Fuke Wu
a
;
wufuke@hust.edu.cn
;
George Yin
b
;
gyin@math.wayne.edu
;
Hongwei Mei
c
;
Hongwei.Mei@ucf.edu
关键词:
34K50
;
60H10
;
60J
25
;
60J60
刊名:Journal of Differential Equations
出版年:2017
3.
From quantum mechanics to finance: Microfoundations for jumps, spikes and high volatility phases in diffusion price processes
作者:
Christof Henkel
henkel.christof@gmail.com
关键词:
60F05
;
60J60
;
60K35
;
91D30
;
91B69
;
91B80
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
4.
On maximizing expected discounted taxation in a risk process with interest
作者:
Ruixing Ming
a
;
Wenyuan Wang
b
;
wwywang@xmu.edu.cn
;
Yijun Hu
c
关键词:
primary
;
60J60
;
secondary
;
60K15
刊名:Statistics & Probability Letters
出版年:2017
5.
Periodic solution for a stochastic non-autonomous competitive Lotka-Volterra model in a polluted environment
作者:
Daqing Jiang
a
;
c
;
daqingjiang2010@hotmail.com
;
Qiumei Zhang
b
;
Tasawar Hayat
c
;
d
;
Ahmed Alsaedi
c
关键词:
34D20
;
60J60
;
60H10
;
92D30
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
6.
C
0
-estimates and smoothness of solutions to the parabolic equation defined by Kimura operators
作者:
Camelia A. Pop
capop@umn.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
primary
;
35J70
;
secondary
;
60J60
刊名:Journal of Functional Analysis
出版年:2017
7.
Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity
作者:
Patrick Cattiaux
a
;
cattiaux@math.univ-toulouse.fr
;
Arnaud Guillin
b
;
c
;
guillin@math.univ-bpclermont.fr
关键词:
26D10
;
39B62
;
47D07
;
60G10
;
60J60
刊名:Journal of Functional Analysis
出版年:2017
8.
First passage times of two-dimensional correlated processes: Analytical results for the Wiener process and a numerical method for diffusion processes
作者:
Laura Sacerdote
a
;
laura.sacerdote@unito.it" class="auth_mail" title="E-mail the corresponding author
;
Massimiliano Tamborrino
b
;
massimiliano.tamborrino@jku.at" class="auth_mail" title="E-mail the corresponding author
;
Cristina Zucca
a
;
cristina.zucca@unito.it" class="auth_mail" title="E-mail the corresponding author
关键词:
60G40
;
60J60
;
65R20
;
60J
65
;
60J
70
刊名:Journal of Computational and Applied Mathematics
出版年:2016
9.
Hunt’s hypothesis (H) and triangle property of the Green function
作者:
Wolfhard Hansen
a
;
hansen@math.uni-bielefeld.de" class="auth_mail" title="E-mail the corresponding author
;
Ivan Netuka
b
;
netuka@karlin.mff.cuni.cz" class="auth_mail" title="E-mail the corresponding author
关键词:
primary
;
31D05
;
secondary
;
60J
45
;
60J60
;
60J
75
刊名:Expositiones Mathematicae
出版年:2016
10.
On quasi-ergodic distribution for one-dimensional diffusions
作者:
Guoman He
;
hgm0164@163.com" class="auth_mail" title="E-mail the corresponding author
;
Hanjun Zhang
hjz001@xtu.edu.cn" class="auth_mail" title="E-mail the corresponding author
关键词:
primary
;
60J60
;
secondary
;
60J
70
;
37A30
刊名:Statistics & Probability Letters
出版年:2016
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