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A Reliability Growth Process Model with Time-Varying Covariates and Its Application 期刊论文
MATHEMATICS, 2021, 卷号: 9, 期号: 8, 页码: 15
Authors:  Tian, Xin-Yu;  Shi, Xincheng;  Peng, Cheng;  Yi, Xiao-Jian
Favorite  |  View/Download:38/0  |  Submit date:2021/06/01
AMSAA model  reliability growth  covariate effects  maximum likelihood  statistical inference  
Optimal regularity of stochastic evolution equations in M-type 2 Banach space 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 267, 期号: 3, 页码: 1955-1971
Authors:  Hong, Jialin;  Huang, Chuying;  Liu, Zhihui
Favorite  |  View/Download:67/0  |  Submit date:2020/01/10
Stochastic evolution equation  Multiplicative noise  Well-posedness  Trajectory regularity  Factorization method  
uniquenessoffokkerplanckequationsforspinlatticesystemsiinoncompactcase 期刊论文
sciencechinamathematics, 2014, 卷号: 57, 期号: 1, 页码: 161
Authors:  Lemle Ludovic Dan;  Wang Ran;  Wu Liming
Favorite  |  View/Download:27/0  |  Submit date:2020/01/10
Uniqueness of Fokker-Planck equations for spin lattice systems (II): Non-compact case 期刊论文
SCIENCE CHINA-MATHEMATICS, 2014, 卷号: 57, 期号: 1, 页码: 161-172
Authors:  Lemle Ludovic Dan;  Wang Ran;  Wu LiMing
Favorite  |  View/Download:28/0  |  Submit date:2021/01/14
GENERALIZED SCHRODINGER-OPERATORS  STOCHASTIC DIFFERENTIAL-EQUATIONS  DIRICHLET OPERATORS  ISING-MODELS  DIFFUSIONS  MANIFOLDS  DYNAMICS  SPACES  spin lattice systems  Fokker-Planck equation  
Optimal investment for an insurer: The martingale approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2007, 卷号: 40, 期号: 2, 页码: 322-334
Authors:  Wang, Zengwu;  Xia, Jianming;  Zhang, Lihong
Favorite  |  View/Download:42/0  |  Submit date:2018/07/30
mean-variance efficient portfolio  martingale approach  forward-backward stochastic differential equation (FBSDE)  insurer  
Portfolio and consumption decisions with the consumption habit constraints 期刊论文
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2005, 卷号: 63, 期号: 5-7, 页码: E2335-E2346
Authors:  Cheng, Bing;  Wei, Xianhua
Favorite  |  View/Download:49/0  |  Submit date:2018/07/30
Investment  Consumption habit  Intertemporal asset pricing  Portfolio insurance  
An analysis of staged purchases in deregulated time-sequential electricity markets 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2005, 卷号: 1, 期号: 4, 页码: 443-463
Authors:  Sethi, Suresh P.;  Yan, Houmin;  Yan, J. Houzhong;  Zhang, Hanqin
Favorite  |  View/Download:48/0  |  Submit date:2018/07/30
dynamic programming equation  optimal policy  monotonicity  martingale  algorithm  
Model checks for regression: An innovation process approach 期刊论文
ANNALS OF STATISTICS, 1998, 卷号: 26, 期号: 5, 页码: 1916-1934
Authors:  Stute, W;  Thies, S;  Zhu, LX
Favorite  |  View/Download:19/0  |  Submit date:2018/07/30
residual cusum process  innovation process  goodness-of-fit tests