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On the GFF with one free boundary condition 期刊论文
STATISTICS & PROBABILITY LETTERS, 2023, 卷号: 193, 页码: 8
作者:  Han, Yong;  Wang, Yuefei;  Wang, Zipeng
收藏  |  浏览/下载:81/0  |  提交时间:2023/02/07
SLE?  Level line of GFF  Mixed boundary conditions  
Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
作者:  Fei Chen;  Fei Weiyin;  Zhang Fanhong;  Yang Xiaoguang
收藏  |  浏览/下载:111/0  |  提交时间:2022/04/02
Equity incentive  inflation risk  Ito formula  principal-agent problem  the martingale representation theorem  
ERROR ANALYSIS FOR D-LEAPING SCHEME OF CHEMICAL REACTION SYSTEM WITH DELAY 期刊论文
MULTISCALE MODELING & SIMULATION, 2017, 卷号: 15, 期号: 4, 页码: 1797-1829
作者:  Chen, Chuchu;  Liu, Di
收藏  |  浏览/下载:123/0  |  提交时间:2018/07/30
stochastic delay differential equation  Poisson random measure  D-leaping  mean-square strong convergence order  weak convergence order  Malliavin calculus  
G-expectation weighted Sobolev spaces, backward SDE and path dependent PDE 期刊论文
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 2015, 卷号: 67, 期号: 4, 页码: 1725-1757
作者:  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:150/0  |  提交时间:2018/07/30
backward SDEs  partial differential equations  path dependent PDEs  G-expectation  G-martingale  Sobolev space  G-Sobolev space  
A supersymmetric Ito's equation and its soliton solutions 期刊论文
JOURNAL OF THE PHYSICAL SOCIETY OF JAPAN, 2006, 卷号: 75, 期号: 6, 页码: 5
作者:  Lu, Shu-Qiang;  Hu, Xing-Biao;  Liu, Q. P.
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
solitons  Hirota's method  Backlund transformation  Lax operator  supersymmetry  
A nonlinear deformation of Wiener space 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 1998, 卷号: 11, 期号: 2, 页码: 331-350
作者:  Luo, SL
收藏  |  浏览/下载:113/0  |  提交时间:2018/07/30
Wiener space  Poincare disc  Bergman measure  quasi invariance  ergodicity  integration by parts  orthogonal decomposition