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
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
不对称信息随机微分博弈的充要最大值原理及其在高频金融市场中的应用Sufficient and Necessary Maximum Principles for Stochastic Differential Games with Asymmetric Information and Their Applications in High-Frequency Financial Markets
李 莹, 王 岩
动力系统与控制Vol.14 No.2, 全文下载: PDF XML DOI:10.12677/dsc.2025.142017, April 28 2025
带Poisson跳的随机时滞微分方程的矩有界性Moment Boundedness of Stochastic Delay Differential Equations with Poisson Jumps
林宇璇, 李光洁 国家自然科学基金支持
理论数学Vol.11 No.8, 全文下载: PDF HTML XML DOI:10.12677/PM.2021.118170, August 19 2021
随机延迟微分方程SK-ROCK方法的延迟相关稳定性分析Delay Dependent Stability Analysis of SK-ROCK Methods for Stochastic Delay Differential Equations
邢 娟, 丁洁玉, Alexey S. Eremin 国家自然科学基金支持
应用数学进展Vol.14 No.4, 全文下载: PDF XML DOI:10.12677/aam.2025.144190, April 22 2025