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Quasi sure analysis of local times of anticipating smooth semimartingales 期刊论文
BULLETIN DES SCIENCES MATHEMATIQUES, 2007, 卷号: 131, 期号: 8, 页码: 697-715
作者:  Cao, Guilan;  He, Kai;  Liang, Zongxia
收藏  |  浏览/下载:144/0  |  提交时间:2018/07/30
Sobolev space  anticipating smooth semimartingales  generalized local time  quadratic variation  quasi sure convergence  (alpha, p)-modification  
Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2007, 卷号: 117, 期号: 9, 页码: 1251-1264
作者:  Cao, Guilan;  He, Kai
收藏  |  浏览/下载:138/0  |  提交时间:2018/07/30
successive approximation  BSEE  non-Lipschitzian coefficient  mild solution  existence  uniqueness  cylindrical Brownian motion  Poisson point process  
Quasi-sure p-variation of fractional Brownian motion 期刊论文
STATISTICS & PROBABILITY LETTERS, 2007, 卷号: 77, 期号: 5, 页码: 543-548
作者:  Cao, Guilan;  He, Kai
收藏  |  浏览/下载:134/0  |  提交时间:2018/07/30
sobolev spiced  fractional Brownian motion  p-variation  quasi-sure convergence  (p, alpha)-modificition  infinity-modificnion  
One dimensional stochastic differential equations with distributional drifts 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2007, 卷号: 23, 期号: 3, 页码: 501-512
作者:  He, Kai;  Zhang, Xi-cheng
收藏  |  浏览/下载:118/0  |  提交时间:2018/07/30
strong solution  stochastic homeomorphism flows  Dirichlet process  distributional drift