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OPTIMAL ANALYSIS OF FINITE ELEMENT METHODS FOR THE STOCHASTIC STOKES EQUATIONS
期刊论文
Mathematics of Computation,2025, 卷号: 94, 期号: 352, 页码: 551-583
作者:
Li, Buyang
;
Ma, Shu
;
Sun, Weiwei
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2025/03/10
analytic semigroup
error estimate
mixed FEM
multiplicative noise
semi-implicit Euler scheme
Stochastic Stokes equation
Wiener process
Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty
期刊论文
Chaos, Solitons and Fractals,2023, 卷号: 172
作者:
Zhao, Pingping
;
Wang, Tong
;
Song, Aimin
;
Chen, Peimin
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2025/03/25
Compound real option
Decision-maker's subjective judgment
Fractional Brownian motion
Fuzzy stochastic process
New drug R&D project
OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET
期刊论文
Journal of Industrial and Management Optimization,2023, 卷号: 19, 期号: 4, 页码: 2855-2888
作者:
Li, Sheng
;
Yuan, Wei
;
Chen, Peimin
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  |  
浏览/下载:13/0
  |  
提交时间:2025/03/25
jump-diffusion process
Mean-variance
stochastic delay differential equation
two-dimensional dependent claims
viscosity solution
Applications of the Delay Stochastic Simulation Algorithm (DSSA) in Mathematical Epidemiology
期刊论文
Mathematics,2022, 卷号: 10, 期号: 20
作者:
Bai, Fan
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  |  
浏览/下载:18/0
  |  
提交时间:2022/11/14
branching process
delay differential equations
delay stochastic simulation algorithm
Markov chain
numerical methods
probability of a minor epidemic outbreak
stochastic epidemic models with delays
N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion
期刊论文
International Journal of Fuzzy Systems,2022, 卷号: 24, 期号: 6, 页码: 2767-2782
作者:
Zhao, Pingping
;
Wang, Tong
;
Xiang, Kaili
;
Chen, Peimin
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2025/03/25
Fractional Brownian motion
Fuzzy stochastic process
Mean value
N-fold compound option
Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
期刊论文
Annales de l'institut Henri Poincare (B) Probability and Statistics,2021, 卷号: 57, 期号: 1, 页码: 250-271
作者:
Friesen, Martin
;
Jin, Peng
;
Rüdiger, Barbara
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  |  
浏览/下载:14/0
  |  
提交时间:2022/01/20
Anisotropic Besov space
Anisotropic Lévy process
Stochastic differential equation with jumps
Transition density
Stochastic equation and exponential ergodicity in wasserstein distances for affine processes
期刊论文
Annals of Applied Probability,2020, 卷号: 30, 期号: 5, 页码: 2165-2195
作者:
Friesen, Martin
;
Jin, Peng
;
Rudiger, Barbara
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  |  
浏览/下载:16/0
  |  
提交时间:2022/01/20
Affine process
Coupling
Ergodicity
Stochastic differential equation
Wasserstein distance
Modeling vaccination decision making process in a finite population
期刊论文
Mathematical Biosciences,2019, 卷号: 311, 页码: 82-90
作者:
Bai, Fan
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  |  
浏览/下载:15/0
  |  
提交时间:2022/05/16
Decision making process
Deterministic models
Evolutionary game theory
Moran process
Pairwise approximation
Stochastic models
On weak solutions of SDEs with singular time-dependent drift and driven by stable processes
期刊论文
Stochastics and Dynamics,2018, 卷号: 18, 期号: 2
作者:
Jin, Peng
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  |  
浏览/下载:9/0
  |  
提交时间:2022/01/20
martingale problem
resolvent
singular drift
stable process
Stochastic differential equation
weak solution
A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor
期刊论文
Business Process Management Journal,2017, 卷号: 23, 期号: 3, 页码: 537-554
作者:
Chakrabarty, Anindya
;
Luo, Zongwei
;
Dubey, Rameshwar
;
Jiang, Shan
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2021/11/25
CIR
CPPI
Jump diffusion model
Monte Carlo simulation
Portfolio insurance
Stochastic process