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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
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
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
收藏  |  浏览/下载:13/0  |  提交时间:2025/03/25
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
收藏  |  浏览/下载:18/0  |  提交时间:2022/11/14
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
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
收藏  |  浏览/下载:14/0  |  提交时间:2022/01/20
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
收藏  |  浏览/下载:16/0  |  提交时间:2022/01/20
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
收藏  |  浏览/下载:15/0  |  提交时间:2022/05/16
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
收藏  |  浏览/下载:9/0  |  提交时间:2022/01/20
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