设为首页
收藏本站
网站地图
|
English
|
公务邮箱
About the library
Background
History
Leadership
Organization
Readers' Guide
Opening Hours
Collections
Help Via Email
Publications
Electronic Information Resources
常用资源
电子图书
期刊论文
学位会议
外文资源
特色专题
内部出版物
SpringerLink电子期刊(156)
Elsevier电子期刊(76)
在“
SpringerLink电子期刊
”中,
命中:
156
条,耗时:小于0.01 秒
在所有数据库中总计命中:
232
条
1.
Optimal mean-variance portfolio selection
作者:
Jesper Lund Pedersen
;
Goran Peskir
关键词:
Nonlinear optimal control
;
Static optimality
;
Dynamic optimality
;
Mean
;
variance analysis
;
The Hamilton–Jacobi–Bellman equation
;
Martingale
;
Geometric Brownian motion
;
Markov process
刊名:Mathematics and Financial Economics
出版年:2017
2.
Fundamental Solutions of Nonlocal Hörmander’s Operators
作者:
Xicheng Zhang
关键词:
Mathematics Subject Classification
60H
07
;
60H
10
;
60H30
刊名:Communications in Mathematics and Statistics
出版年:2016
3.
Global asymptotic stability of stochastic competitive system with infinite delays
作者:
Qiao Yao
;
Meng Liu
关键词:
Competitive model
;
Random perturbations
;
Global asymptotic stability
;
60H30
;
60H
10
;
92D25
;
60J25
刊名:Journal of Applied Mathematics and Computing
出版年:2016
4.
BSDE, path-dependent PDE and nonlinear Feynman-Kac formula
作者:
ShiGe Peng
;
FaLei Wang
关键词:
backward stochastic differential equation
;
nonlinear Feynman
;
Kac formula
;
path
;
dependent PDE
;
60H30
;
60H
10
;
35K10
刊名:SCIENCE CHINA Mathematics
出版年:2016
5.
Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance
作者:
Peng Luo
关键词:G ;
Brownian motion
;
G
;
expectation
;
reflected G
;
stochastic differential equation (RGSDE)
;
nonlinear resistance
;
comparison theorem
;
60H
10
;
60H30
刊名:Frontiers of Mathematics in China
出版年:2016
6.
An optimal trading problem in intraday electricity markets
作者:
René Aïd
;
Pierre Gruet
;
Huyên Pham
关键词:
Optimal trading
;
Intraday electricity markets
;
Renewable energy
;
Linear
;
quadratic control problem
;
Jumps
;
Delay
;
G11
;
Q02
;
Q40
;
35Q93
;
49J20
;
60H30
;
91G80
刊名:Mathematics and Financial Economics
出版年:2016
7.
Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type
作者:
Hakima Bessaih
;
Erika Hausenblas…
关键词:
60H
15
;
35Q35
;
60H30
;
35R15
;
Strong solution
;
Hydrodynamical systems
;
Navier–Stokes
;
MHD
;
Bénard convection
;
Boussinesq equations
;
Shell models
;
Leray
;
$${\alpha}$$ α
;
Levy noise
;
Poisson random measure
刊名:NoDEA : Nonlinear Differential Equations and Applications
出版年:2015
8.
Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations
作者:
Paul André Razafimandimby…
关键词:
60H
15
;
35Q35
;
60H30
;
35R15
;
Non
;
Newtonian fluids
;
MHD
;
Magnetohydrodynamics
;
Martingale solution
;
Asymptotic behavior
;
Long
;
time behavior
;
Exponential decay
刊名:Zeitschrift f篓鹿r angewandte Mathematik und Physik
出版年:2015
9.
Generalized semiconcavity of the value function of a jump diffusion optimal control problem
作者:
Ermal Feleqi
关键词:
35D10
;
35E10
;
60H30
;
93E20
;
Generalized semiconcavity
;
Value function
;
Optimal control
;
Partial integro
;
differential equations
;
Hammilton
;
Jacobi
;
Bellman equations
;
Jump diffusions
刊名:NoDEA : Nonlinear Differential Equations and Applications
出版年:2015
10.
Calculations of Greeks for Jump Diffusion Processes
作者:
Farai Julius Mhlanga
关键词:
Primary
60H
07
;
Secondary
60H30
;
60H
35
;
Malliavin calculus
;
Greeks
;
integration by parts formula
;
Malliavin derivative
;
Skorohod integral
;
model parameters
刊名:Mediterranean Journal of Mathematics
出版年:2015
1
2
3
4
5
6
7
8
9
按检索点细分(156)
关键词(154)
文摘(6)
按出版年细分(156)
2017年(1)
2016年(5)
2015年(36)
2014年(23)
2013年(23)
2012年(5)
2011年(4)
2009年(1)
2008年(3)
2007年(1)
2005年(1)
2002年(4)
2001年(5)
2000年(6)
2000年及以前(38)
NGLC 2004-2010.National Geological Library of China All Rights Reserved.
Add:29 Xueyuan Rd,Haidian District,Beijing,PRC. Mail Add: 8324 mailbox 100083
For exchange or info please contact us via
email
.