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内部出版物
Springer电子图书(9)
SpringerLink电子期刊(202)
ProQuest学位论文(6)
Elsevier电子期刊(221)
在“
SpringerLink电子期刊
”中,
命中:
202
条,耗时:小于0.01 秒
在所有数据库中总计命中:
438
条
1.
On a semilinear mixed fractional heat equation driven by fractional Brownian sheet
作者:
Dengfeng Xia
;
Litan Yan
关键词:
stochastic partial differential equations
;
fractional Brownian sheet
;
Hölder regularity
;
density of the law
;
Malliavin
calculus
p ;
variation
刊名:Boundary Value Problems
出版年:2017
2.
An Asymptotic Expansion for Forward–Backward SDEs: A
Malliavin
Calculus
Approach
作者:
Akihiko Takahashi
;
Toshihiro Yamada
关键词:
Forward–backward stochastic differential equations (FBSDEs)
;
Asymptotic expansion
;
Malliavin
calculus
;
CVA
;
Local volatility model
;
Stochastic volatility model
刊名:Asia-Pacific Financial Markets
出版年:2016
3.
Solving a Nonlinear Fractional Stochastic Partial Differential Equation with Fractional Noise
作者:
Junfeng Liu
;
Litan Yan
关键词:
Stable
;
like generator of variable order
;
Green function
;
Fractional noise
;
Hölder regularity
;
Malliavin
calculus
刊名:Journal of Theoretical Probability
出版年:2016
4.
Malliavin
Calculus
and Optimal Control of Stochastic Volterra Equations
作者:
Nacira Agram
;
Bernt ?ksendal
关键词:
Stochastic Volterra equations
;
Partial information
;
Malliavin
calculus
;
Maximum principle
;
Primary 60H07
;
60H20
;
93E20
刊名:Journal of Optimization Theory and Applications
出版年:2015
5.
Normal Approximation of Poisson Functionals in Kolmogorov Distance
作者:
Matthias Schulte
关键词:
Central limit theorem
;
Malliavin
calculus
;
Poisson point process
;
Stein’s method
;
U
;
statistic
;
Wiener–Itô chaos expansion
刊名:Journal of Theoretical Probability
出版年:2016
6.
Solving a stochastic heat equation driven by a bi-fractional noise
作者:
Xianye Yu
;
Xichao Sun
;
Litan Yan
关键词:
Bi
;
fractional Brownian motion
;
heat equation
;
Malliavin
calculus
刊名:Boundary Value Problems
出版年:2016
7.
Malliavin
Calculus
Approach to Statistical Inference for L茅vy Driven SDE鈥檚
作者:
D. O. Ivanenko (1)
A. M. Kulik (2)
1. Kyiv National Taras Shevchenko University
;
Volodymyrska
;
64
;
Kyiv
;
01033
;
Ukraine
2. Institute of Mathematics
;
Ukrainian National Academy of Sciences
;
01601
;
Tereshchenkivska
;
3
;
Kyiv
;
Ukraine
关键词:
Malliavin
calculus
;
Likelihood function
;
L茅vy driven SDE
;
Regular statistical experiment
;
Cramer
;
Rao inequality
;
60J75
;
60H07
;
62F12
刊名:Methodology and Computing in Applied Probability
出版年:2015
8.
Duality in refined Sobolev–
Malliavin
spaces and weak approximation of SPDE
作者:
Adam Andersson
;
Raphael Kruse
;
Stig Larsson
关键词:
SPDE
;
Finite element method
;
Backward Euler
;
Weak convergence
;
Convergence of moments
;
Malliavin
calculus
;
Duality
;
Spatio
;
temporal discretization
刊名:Stochastic Partial Differential Equations: Analysis and Computations
出版年:2016
9.
Quasi-linear stochastic partial differential equations with irregular coefficients:
Malliavin
regularity of the solutions
作者:
Torstein Nilssen
关键词:
SPDEs
;
Malliavin
calculus
;
Irregular coefficients
;
Regularizing effect of noise
;
Local time
calculus
刊名:Stochastic Partial Differential Equations: Analysis and Computations
出版年:2015
10.
Stein Meets
Malliavin
in Normal Approximation
作者:
Louis H. Y. Chen
关键词:
Normal approximation
;
Stein’s method
;
Malliavin
calculus
;
Berry
;
Esseen theorem
;
Multiple Wiener
;
It? integrals
;
Wiener chaos
;
Functionals of Gaussian process
;
Fourth moment theorem
;
Breuer
;
Major theorem
;
Fractional Brownian motion
;
60F05
;
60G15
;
60H05
;
60H07
刊名:Acta Mathematica Vietnamica
出版年:2015
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