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A natural extension of Markov processes and applications to singular SDEs 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 卷号: 56, 期号: 4, 页码: 2480-2506
作者:  Beznea, Lucian;  Cimpean, Iulian;  Rockner, Michael
收藏  |  浏览/下载:117/0  |  提交时间:2021/01/14
Stochastic differential equation on Hilbert spaces  Stochastic PDE  Martingale problem  Not allowed starting point  Girsanov transform  Nonregular drift  Dirichlet form  Right process  Fine topology  
Descent of Ordinary Differential Equations with Rational General Solutions 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 10
作者:  Feng, Shuang;  Feng, Ruyong
收藏  |  浏览/下载:133/0  |  提交时间:2021/01/14
Algebraic ordinary differential equation  differential descent  rational general solution  
Towards mesoscopic ergodic theory 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 24
作者:  Qi, Weiwei;  Shen, Zhongwei;  Wang, Shirou;  Yi, Yingfei
收藏  |  浏览/下载:112/0  |  提交时间:2020/09/23
ergodic theory  stochastic differential equation  Fokker-Planck equation  stationary measure  physical measure  mesoscopic limit  
Oscillatory behavior of second-order nonlinear neutral differential equations 期刊论文
ADVANCES IN DIFFERENCE EQUATIONS, 2020, 卷号: 2020, 期号: 1, 页码: 8
作者:  Liu, Jun;  Liu, Xi;  Yu, Yuanhong
收藏  |  浏览/下载:143/0  |  提交时间:2020/09/23
Oscillation  Neutral differential equation  Riccati transformation  
On the main oscillational properties of fractional differential equations 期刊论文
GEORGIAN MATHEMATICAL JOURNAL, 2020, 卷号: 27, 期号: 2, 页码: 177-182
作者:  Aleroev, Temirkhan S.;  Aleroeva, Hedi T.;  Kovalchuk, Oleg A.;  Tang, Yifa
收藏  |  浏览/下载:143/0  |  提交时间:2020/06/30
Fractional differential equation  oscillational properties  Mittag- Leffler function  
Dividend optimization for jump-diffusion model with solvency constraints 期刊论文
OPERATIONS RESEARCH LETTERS, 2020, 卷号: 48, 期号: 2, 页码: 170-175
作者:  Li, Yongwu;  Li, Zhongfei;  Wang, Shouyang;  Xu, Zuo Quan
收藏  |  浏览/下载:129/0  |  提交时间:2020/06/30
Dividend payment  Jump-diffusion  Solvency constraints  Barrier strategy  Partial integro-differential equation  
Well-Posedness and Finite Element Approximations for Elliptic SPDEs with Gaussian Noises 期刊论文
数学研究通讯:英文版, 2020, 卷号: 36.0, 期号: 002, 页码: 113-127
作者:  Yanzhao Cao;  Jialin Hong;  Zhihui Liu
收藏  |  浏览/下载:171/0  |  提交时间:2021/01/14
Elliptic  stochastic  partial  differential  equation  spectral  approximations  finite  element  approximations  power-law  noise