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Stochastic Differential Equations and Related Topi

Stochastic Differential Equations and Related Topi
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作者: 编
出版社: 科学出版社
2007-12
版次: 1
ISBN: 9787030201935
定价: 80.00
装帧: 平装
开本: 16开
纸张: 胶版纸
页数: 284页
正文语种: 英语
分类: 自然科学
7人买过
  • 　　《StochasticDifferentialEquationsandRelatedTopics(随机微分方程及相关领域)》为《随机微分方程及相关领域》的英文版读物，主要是随机微分方程领域一些活跃的学者的代表性研究论文。包括随机微分方程理论、金融随机分析和随机微分方程分析等。相信《StochasticDifferentialEquationsandRelatedTopics(随机微分方程及相关领域)》对数学研究及金融研究人员有一定的帮助。 Part1StochasticDifferentialEquations

    ExistenceandUniquenessoftheSolutionsofStochasticDifferentialEquationsRangquanWu，XuerongMao

    StochasticDifferentialDelayEquationsandTheirApplicationsXuerongMao

    TanakaFormulaforaGaussianProcessYunshengLu，LitanYan

    ANewProofforComparisonTheoremsforStochasticDifferentialInequalitieswithRespecttoSemimartingalesXiaodongDing，RangquanWu

    TheSolutionsofLinearFuzzyStochasticDifferentialSystemsYuhuFeng

    MonotoneIterativeTechniqueforDuffleEpsteinTypeBackwardStochasticDifferentialEquationsXiaojunSun，YueWu



    Part2StochasticAnalysisinFinance

    RiskMeasuresandg-expectationsZengjingChen，KunHe

    ChoquetExpectationandPeng’Sg-ExpectationZengjingChen，TaoChenMattDavison

    DiscreteTimeMean-varianceAnalysiswithSingularSecondMomentMatrixesandanExogenousLiability

    WencaiChen，ZhongxingIre

    PortfolioGeneratingFunctionsinaMarketModelWithDiscontinuousPriceJunYe，YunhaoChu

    0ptimalConsumptionandPortfolioChoicewithAmbiguityandAnticipationWeiyinFei

    Mean-variancePortfolioSelectionsinContinuous-timeModel：TheBackwardStochasticDifferentialEquationFrameworkZijunGuo



    Part3StochasticModellingandControl

    StochasticJumpingTime-DelaySystemswithSensorNonlinearities：H∞ControllerDesignZidongWang，GuoliangWei，HuishengShu

    H∞AnalysisofNonlinearStochasticTime-DelaVSystemsHuishengShu，GuoliangWei

    StabilityAnalysisandControlDesignofStochasticFuzzySystemsLiangjianHu，Bor-SenChen

    StochasticUncertainTime-DelaySystemswithSectorBoundedNonlinearities：H∞FilterDesignZidongWang，YurongLiu，XiaohuiLiu

    IdentificationofaClassofMIMONonlinearContinuous-TimeSystemUsingDrivingSignalXipingSun，YongjiWang

    MathematicalModelsofMacrom01ecularConformationsandTheirApplicationRangquanWu，ZhengdiCheng，ChengxunWu

    GraduateStudentsofProfessorRangquanWu
  • 内容简介:
    　　《StochasticDifferentialEquationsandRelatedTopics(随机微分方程及相关领域)》为《随机微分方程及相关领域》的英文版读物，主要是随机微分方程领域一些活跃的学者的代表性研究论文。包括随机微分方程理论、金融随机分析和随机微分方程分析等。相信《StochasticDifferentialEquationsandRelatedTopics(随机微分方程及相关领域)》对数学研究及金融研究人员有一定的帮助。
  • 目录:
    Part1StochasticDifferentialEquations

    ExistenceandUniquenessoftheSolutionsofStochasticDifferentialEquationsRangquanWu，XuerongMao

    StochasticDifferentialDelayEquationsandTheirApplicationsXuerongMao

    TanakaFormulaforaGaussianProcessYunshengLu，LitanYan

    ANewProofforComparisonTheoremsforStochasticDifferentialInequalitieswithRespecttoSemimartingalesXiaodongDing，RangquanWu

    TheSolutionsofLinearFuzzyStochasticDifferentialSystemsYuhuFeng

    MonotoneIterativeTechniqueforDuffleEpsteinTypeBackwardStochasticDifferentialEquationsXiaojunSun，YueWu



    Part2StochasticAnalysisinFinance

    RiskMeasuresandg-expectationsZengjingChen，KunHe

    ChoquetExpectationandPeng’Sg-ExpectationZengjingChen，TaoChenMattDavison

    DiscreteTimeMean-varianceAnalysiswithSingularSecondMomentMatrixesandanExogenousLiability

    WencaiChen，ZhongxingIre

    PortfolioGeneratingFunctionsinaMarketModelWithDiscontinuousPriceJunYe，YunhaoChu

    0ptimalConsumptionandPortfolioChoicewithAmbiguityandAnticipationWeiyinFei

    Mean-variancePortfolioSelectionsinContinuous-timeModel：TheBackwardStochasticDifferentialEquationFrameworkZijunGuo



    Part3StochasticModellingandControl

    StochasticJumpingTime-DelaySystemswithSensorNonlinearities：H∞ControllerDesignZidongWang，GuoliangWei，HuishengShu

    H∞AnalysisofNonlinearStochasticTime-DelaVSystemsHuishengShu，GuoliangWei

    StabilityAnalysisandControlDesignofStochasticFuzzySystemsLiangjianHu，Bor-SenChen

    StochasticUncertainTime-DelaySystemswithSectorBoundedNonlinearities：H∞FilterDesignZidongWang，YurongLiu，XiaohuiLiu

    IdentificationofaClassofMIMONonlinearContinuous-TimeSystemUsingDrivingSignalXipingSun，YongjiWang

    MathematicalModelsofMacrom01ecularConformationsandTheirApplicationRangquanWu，ZhengdiCheng，ChengxunWu

    GraduateStudentsofProfessorRangquanWu
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