随机微分方程及相关领域(英文版)(精)
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| 新书城图书编号：286390 |
| 图书ISBN：9787030201935 |
| 出版时间：2007-12-1 |
| 出版社：科学 |
| 作者：科学出版社 |
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市场价格：￥80 |
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普通会员：￥64
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80折 |
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VIP会员：￥60
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75折 |
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【图书简介】
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本书为《随机微分方程及相关领域》的英文版读物，主要是随机微分方程领域一些活跃的学者的代表性研究论文。全书包括随机微分方程理论、金融随机分析和随机微分方程分析等。相信本书对数学研究及金融研究人员有一定的帮助。
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【图书目录】
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Part 1 Stochastic Differential Equations
Existence and Uniqueness of the Solutions of Stochastic Differential EquationsRangquan Wu，Xuerong Mao
Stochastic Differential Delay Equations and Their Applications Xuerong Mao
Tanaka Formula for a Gaussian Process Yunsheng Lu，Litan Yan
A New Proof for Comparison Theorems for Stochastic Differential Inequalities with Respect to Semimartingales Xiaodong Ding，Rangquan Wu
The Solutions of Linear Fuzzy Stochastic Differential Systems Yuhu Feng
Monotone Iterative Technique for Duffle Epstein Type Backward Stochastic Differential Equations Xiaojun Sun，Yue Wu
Part 2 Stochastic Analysis in Finance
Risk Measures and g-expectations Zengjing Chen，Kun He
Choquet Expectation and Peng’S g-Expectation Zengjing Chen，Tao Chen Matt Davison
Discrete Time Mean-variance Analysis with Singular Second Moment Matrixes and an Exogenous Liability
Wencai Chen，Zhongxing Ire
Portfolio Generating Functions in a Market Model With Discontinuous Price Jun Ye，Yunhao Chu
0ptimal Consumption and Portfolio Choice with Ambiguity and Anticipation Weiyin Fei
Mean-variance Portfolio Selections in Continuous-time Model：The Backward Stochastic Differential Equation Framework Zijun Guo
Part 3 Stochastic Modelling and Control
Stochastic Jumping Time-Delay Systems with Sensor Nonlinearities：H∞ Controller Design Zidong Wang，Guoliang Wei，Huisheng Shu
H∞ Analysis of Nonlinear Stochastic Time-DelaV Systems Huisheng Shu，Guoliang Wei
Stability Analysis and Control Design of Stochastic Fuzzy SystemsLiangjian Hu，Bor-Sen Chen
Stochastic Uncertain Time-Delay Systems with Sector Bounded Nonlinearities：H∞ Filter Design Zidong Wang，Yurong Liu，Xiaohui Liu
Identification of a Class of MIMO Nonlinear Continuous-Time System UsingDriving Signal Xiping Sun，Yongji Wang
Mathematical Models of Macrom01ecular Conformations and Their Application Rangquan Wu，Zhengdi Cheng，Chengxun Wu
Graduate Students of Professor Rangquan Wu
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