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Euler-symmetric projective varieties 期刊论文
ALGEBRAIC GEOMETRY, 2020, 卷号: 7, 期号: 3, 页码: 377-389
作者:  Fu, Baohua;  Hwang, Jun-Muk
收藏  |  浏览/下载:139/0  |  提交时间:2020/05/24
equivariant compactification  fundamental form  
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
收藏  |  浏览/下载:156/0  |  提交时间:2020/05/24
Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
A criterion on a repeller being a null set of any limit measure for stochastic differential equations 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 18
作者:  Chen, Lifeng;  Dong, Zhao;  Jiang, Jifa
收藏  |  浏览/下载:168/0  |  提交时间:2020/05/24
stationary measure  limit measure  support  Lyapunov function  repelling limit cycle  repelling quasi-periodic orbits  
Estimates of the Difference Between Two Probability Densities of Wiener Functionals and Its Application 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 27
作者:  Cao, Guilan;  He, Kai
收藏  |  浏览/下载:157/0  |  提交时间:2020/05/24
Donsker's delta function  Nondegenerate  Integration by parts  Non-Markovian SDE  Convergence rate