几种随机微分方程解的存在性与唯一性The Existence and Uniqueness of Solution for Some Kinds of Stochastic Differential Equations
陈晨, 张引娣, 任丽梅 国家自然科学基金支持
应用数学进展Vol.4 No.1, 全文下载: PDF HTML XML DOI:10.12677/AAM.2015.41005, February 17 2015
具有Markov切换Poisson跳的随机微分方程的均方指数稳定性Mean Square Exponential Stability of Stochastic Differential Equations with Markovian Switching and Poisson Jumps
王吉平, 李光洁
理论数学Vol.11 No.7, 全文下载: PDF HTML XML DOI:10.12677/PM.2021.117142, July 2 2021
求解随机常微分方程的深度学习法Deep Learning Method for Solving Stochastic Ordinary Differential Equations
孙保龙, 杨明智, 李 强, 晏洋天, 魏云鹏 科研立项经费支持
应用数学进展Vol.11 No.9, 全文下载: PDF HTML XML DOI:10.12677/AAM.2022.119670, September 14 2022
分数布朗单驱动的一类随机偏微分方程的弱解Weak Solution for Stochastic Partial Differential Equations Driven by a Fractional Brownian Sheet withMonotone Drift
夏晓宇, 闫理坦
应用数学进展Vol.8 No.11, 全文下载: PDF DOI:10.12677/AAM.2019.811206, November 21 2019
具有状态切换的二人零和随机微分对策的动态规划原理Dynamic Programming Principles for Two-Player Zero-Sum Stochastic Differential Games with Regime Switching
李钧瑶
理论数学Vol.11 No.4, 全文下载: PDF HTML XML DOI:10.12677/PM.2021.114079, April 30 2021
G-Brown运动驱动的非线性随机泛函微分方程解的存在唯一性The Existence and Uniqueness of Solutions to Nonlinear Stochastic Functional Differential Equations Driven by G-Brownian Motion
梁伟生, 苏华燕, 李光洁 国家自然科学基金支持
应用数学进展Vol.10 No.11, 全文下载: PDF HTML XML DOI:10.12677/AAM.2021.1011389, November 8 2021