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Keyword [stochastic differential equations]
Result: 61 - 80 | Page: 4 of 10
61. Difference Methods Of Backward Stochastic Differential Equations And Their Applications In Pricing Of Contingent Claim
62. Some Inequalities Of Diffusion Processes
63. The Property For Solutions Of Backward Doubly Stochastic Differential Equations
64. Symplectic Algorithms For A Class Of Stochastic Differential Equations
65. Multi-Dimensional Black-Scholes Model Of Option Pricing
66. Some Problems Of Backward Stochastic Differential Equations Driven By Continuous Martingales
67. Backward Doubly Stochastic Differential Equations With Brownian Motion And Poisson Process
68. Some Numerical Methods Of Backward Doubly Stochastic Differential Equations
69. A Kind Of Extended Backward Stochastic Differential Equations
70. Backward Doubly Stochastic Differential Equations With Stopping Time
71. Uniqueness Of Strong Solutions To Stochastic Differential Equations
72. The Application Of Backward Doubly Stochastic Differential Equations To SDU
73. Weak Approximation For Stochastic Differential Equations With Lipschitz Conditions
74. A Kind Of Backward Stochastic Differential Equations Driven By Continuous Local Martingales
75. Coupled Forward-Backward Stochastic Differential Equations Driven By The Continuous Martingale
76. Some Numerical Methods For Stochastic Differential Equations With Applications
77. Numerical Solution Of Stochastic Differential Equations With Application To Flood Regulating Calculation Of Reservoir
78. A Survey Of Weak Approximations Of Stochastic Differential Equations With Jumps
79. Several Properties Of The Wick-type Integration And The Solution For Stochastic Differential Equations With Respect To Fractional Brownian Motion
80. The Properties For Solutions Of The Infinite Horizon Backward Doubly Stochastic Differential Equations
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