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G-Brown运动驱动的脉冲随机泛函微分方程的指数稳定性
Exponential Stability of Impulsive Stochastic Functional Differential Equations Driven by G-Brownian Motion

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理论数学Vol.11 No.6, 全文下载: PDF HTML XML DOI:10.12677/PM.2021.116135, June 24 2021

G-布朗运动驱动的随机金融风险系统模型的渐近行为
Asymptotic Behavior of Stochastic Financial Risk System Models Driven by G-Brownian Motion

高一天, 刘诗嘉, 李 琦, 黄在堂   

理论数学Vol.12 No.5, 全文下载: PDF HTML XML DOI:10.12677/PM.2022.125095, May 30 2022

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

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理论数学Vol.11 No.7, 全文下载: PDF HTML XML DOI:10.12677/PM.2021.117142, July 2 2021

G-期望框架下的指数O-U期权定价模型
Index O-U Option Pricing Model under G-Expectation Framework

江继祥   

理论数学Vol.14 No.4, 全文下载: PDF HTML XML DOI:10.12677/pm.2024.144114, April 17 2024

基于混合I型删失数据威布尔模型的可接受抽样计划
Acceptance Sampling Plans with Type-I Hybrid Censoring Scheme of Weibull Distribution

李嘉伟   

应用数学进展Vol.3 No.4, 全文下载: PDF HTML DOI:10.12677/AAM.2014.34027, November 6 2014

G-期望框架下G-Lévy过程的Black-Scholes公式
Black-Scholes Formula for G-Lévy Process under G-Expectation Framework

郑 红, 李 洋   

理论数学Vol.13 No.5, 全文下载: PDF HTML XML DOI:10.12677/PM.2023.135139, May 29 2023