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A new look at the Lagrange method for continuous-time stochastic optimization 期刊论文
SCIENCE CHINA-MATHEMATICS, 2012, 卷号: 55, 期号: 11, 页码: 2247-2258
作者:  Cheng Xue;  Yan JiaAn
收藏  |  浏览/下载:139/0  |  提交时间:2021/01/14
VARIANCE PORTFOLIO SELECTION  CONSTRAINTS  stochastic optimization  Lagrange method  extremal point  optional projection  Frechet derivative  subdifferential  
CONTINUITY OF AFFINE TRANSFORMATIONS OF WHITE-NOISE TEST FUNCTIONALS AND APPLICATIONS 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1992, 卷号: 43, 期号: 1, 页码: 85-98
作者:  KUO, HH;  POTTHOFF, J;  YAN, JA
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
WHITE NOISE ANALYSIS  AFFINE TRANSFORMATION  WIENER SEMIGROUP  FRECHET DERIVATIVE  HIDA DISTRIBUTION  TEST FUNCTIONAL