基本解释：随机微分
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If the random properties of initial conditions are obtained, the analytical solution as well as the numerical solution can be found.在 Vollenweider模型的基础上 ,将总磷浓度的变化过程当作一个随机过程 ,建立水质富营养化的总磷浓度的随机微分方程模型。
Exponential stability of Runge-Kutta methods for a class of stochastic differential equations;一类随机微分方程Runge-Kutta方法的指数稳定性
Estimation of unknown parameter in It stochastic differential equation;一类It随机微分方程未知参数的估计
Risk analysis of flood flow in river by using stochastic differential equation;基于随机微分方程的河道行洪风险分析
Convergence of the Euler scheme for a class of stochastic differential equations;一类随机微分方程欧拉格式的收敛性
The stability properties of Milstein scheme for stochastic differential equations;随机微分方程Milstein方法的稳定性
Explicit expression of solution for stochastic differential equations;有关随机微分方程解的显式表达
And using perturbation moment theory,the means and variances of random differential equations for material point shift were gotten.通过小噪声摄动理论,建立了小噪声随机微分方程。
The maximum problem of both consumption and termindl wealth under continuous security market with stochastic differential utility is discussed.讨论当投资者采用随机微分效用时,如何进行选择使其消费和终端财富最大化。
The theory of stochastic differential utility by view point of backward stochastic differential equation (BSDE) is studied.研究了由Ｄｕｆｆｉｅ 和Ｅｐｓｔｅｉｎ 等创立的随机微分效用理论。
