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CNKI期刊论文0611(2)
知网期刊论文(286)
在“
Elsevier电子期刊
”中,
命中:
164
条,耗时:0.0239885 秒
在所有数据库中总计命中:
1,002
条
1.
Two-time-scales hyperbolic-
parabolic
equations
driven by Poisson random measures: Existence, uniqueness and averaging principles
作者:
Bin Pei
a
;
xgdsxxpeibin@126.com" class="auth_mail" title="E-mail the corresponding author
;
Yong Xu
a
;
hsux3@nwpu.edu.cn" class="auth_mail" title="E-mail the corresponding author
;
Jiang-Lun Wu
b
;
j.l.wu@swansea.ac.uk" class="auth_mail" title="E-mail the corresponding author
关键词:
Averaging principles
;
Stochastic
hyperbolic&ndash
;
parabolic
equations
;
Poisson random measures
;
Two-time-scales
刊名:Journal of Mathematical Analysis and Applications
出版年:2017
2.
A weighted identity for
stochastic
partial differential operators and its applications
作者:
Xiaoyu Fu
a
;
xiaoyufu@scu.edu.cn
;
Xu Liu
b
;
liux216@nenu.edu.cn
关键词:
primary
;
93B05
;
secondary
;
93B07
;
93C20
刊名:Journal of Differential
Equations
出版年:2017
3.
Stabilization of
stochastic
parabolic
equations
with boundary-noise and boundary-control
作者:
Ionuţ Munteanu
ionut.munteanu@uaic.ro
关键词:
Heat equation
;
Neumann boundary conditions
;
Boundary noise
;
Feedback controller
;
Eigenfunctions
刊名:Journal of Mathematical Analysis and Applications
出版年:2017
4.
Finite difference schemes for linear
stochastic
integro-differential
equations
作者:
Konstantinos Dareiotis
a
;
konstantinos.dareiotis@math.uu.se" class="auth_mail" title="E-mail the corresponding author
;
James-Michael Leahy
b
;
leahyj@usc.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Stochastic
integro-differential
equations
;
Finite differences
;
Lé
;
vy processes
刊名:
Stochastic
Processes and their Applications
出版年:2016
5.
Backward uniqueness of
stochastic
parabolic
like
equations
driven by Gaussian multiplicative noise
作者:
Viorel Barbu
a
;
vb41@uaic.ro" class="auth_mail" title="E-mail the corresponding author
;
Michael Rö
;
ckner
b
关键词:
60H15
;
47H05
;
47J05
刊名:
Stochastic
Processes and their Applications
出版年:2016
6.
Weak error analysis for semilinear
stochastic
Volterra
equations
with additive noise
作者:
Adam Andersson
a
;
andersson@math.tu-berlin.de" class="auth_mail" title="E-mail the corresponding author
;
Mihá
;
ly Ková
;
cs
b
;
mkovacs@maths.otago.ac.nz" class="auth_mail" title="E-mail the corresponding author
;
Stig Larsson
c
;
stig@chalmers.se" class="auth_mail" title="E-mail the corresponding author
关键词:
Stochastic
Volterra
equations
;
Finite element method
;
Backward Euler
;
Convolution quadrature
;
Strong and weak convergence
;
Malliavin regularity
刊名:Journal of Mathematical Analysis and Applications
出版年:2016
7.
Regularity of random attractors for a
stochastic
degenerate
parabolic
equations
driven by multiplicative noise
作者:
Wenqiang ZHAO
gshzhao@sina.com" class="auth_mail" title="E-mail the corresponding author
关键词:
Random dynamical systems
;
stochastic
degenerate
parabolic
equation
;
multiplicative noise
;
random attractors
;
Wiener process
刊名:Acta Mathematica Scientia
出版年:2016
8.
Parabolic
Littlewood-Paley inequality for a class of time-dependent pseudo-differential operators of arbitrary order, and applications to high-order
stochastic
PDE
作者:
Ildoo Kim
waldoo@korea.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Kyeong-Hun Kim
;
kyeonghun@korea.ac.kr" class="auth_mail" title="E-mail the corresponding author
;
Sungbin Lim
sungbin@korea.ac.kr" class="auth_mail" title="E-mail the corresponding author
关键词:
Parabolic
Littlewood&ndash
;
Paley inequality
;
Stochastic
partial differential
equations
;
Time-dependent high order operators
;
Non-local operators of arbitrary order
刊名:Journal of Mathematical Analysis and Applications
出版年:2016
9.
Long time asymptotics for fully nonlinear Bellman
equations
: A backward SDE approach
作者:
Andrea Cosso
a
;
cosso@math.univ-paris-diderot.fr" class="auth_mail" title="E-mail the corresponding author
;
Marco Fuhrman
b
;
marco.fuhrman@polimi.it" class="auth_mail" title="E-mail the corresponding author
;
Huyê
;
n Pham
a
;
c
;
pham@math.univ-paris-diderot.fr" class="auth_mail" title="E-mail the corresponding author
关键词:
60H30
;
60J60
;
49J20
刊名:
Stochastic
Processes and their Applications
出版年:2016
10.
One order numerical scheme for forward-backward
stochastic
differential
equations
作者:
Benxue Gong
;
a
;
b
;
hgbxs@163.com" class="auth_mail" title="E-mail the corresponding author
;
hgbxs1@sohu.com" class="auth_mail" title="E-mail the corresponding author
;
Hongxing Rui
a
;
hxrui@sdu.edu.cn" class="auth_mail" title="E-mail the corresponding author
关键词:
Forward&ndash
;
backward
stochastic
differential
equations
;
Quasilinear
parabolic
equations
;
Characteristic difference scheme
;
Bilinear interpolation
;
Convergence
刊名:Applied Mathematics and Computation
出版年:2015
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