随机微分方程及相关领域

出版时间：2007-12  出版社：科学  作者：科学出版社  页数：284  

内容概要

　　《Stochastic Differential Equations and Related Topics(随机微分方程及相关领域)》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。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《Stochastic Differential Equations and Related Topics(随机微分方程及相关领域)》对数学研究及金融研究人员有一定的帮助。

书籍目录

Part 1 Stochastic Differential EquationsExistence and Uniqueness of the Solutions of Stochastic Differential EquationsRangquan Wu，Xuerong MaoStochastic Differential Delay Equations and Their Applications Xuerong MaoTanaka Formula for a Gaussian Process Yunsheng Lu，Litan YanA New Proof for Comparison Theorems for Stochastic Differential Inequalities with Respect to Semimartingales Xiaodong Ding，Rangquan WuThe Solutions of Linear Fuzzy Stochastic Differential Systems Yuhu FengMonotone Iterative Technique for Duffle Epstein Type Backward Stochastic Differential Equations Xiaojun Sun，Yue WuPart 2 Stochastic Analysis in FinanceRisk Measures and g-expectations Zengjing Chen，Kun HeChoquet Expectation and Peng’S g-Expectation Zengjing Chen，Tao Chen Matt DavisonDiscrete Time Mean-variance Analysis with Singular Second Moment Matrixes and an Exogenous LiabilityWencai Chen，Zhongxing IrePortfolio Generating Functions in a Market Model With Discontinuous Price Jun Ye，Yunhao Chu0ptimal Consumption and Portfolio Choice with Ambiguity and Anticipation Weiyin FeiMean-variance Portfolio Selections in Continuous-time Model：The Backward Stochastic Differential Equation Framework Zijun GuoPart 3 Stochastic Modelling and ControlStochastic Jumping Time-Delay Systems with Sensor Nonlinearities：H∞ Controller Design Zidong Wang，Guoliang Wei，Huisheng ShuH∞ Analysis of Nonlinear Stochastic Time-DelaV Systems Huisheng Shu，Guoliang WeiStability Analysis and Control Design of Stochastic Fuzzy SystemsLiangjian Hu，Bor-Sen ChenStochastic Uncertain Time-Delay Systems with Sector Bounded Nonlinearities：H∞ Filter Design Zidong Wang，Yurong Liu，Xiaohui LiuIdentification of a Class of MIMO Nonlinear Continuous-Time System UsingDriving Signal Xiping Sun，Yongji WangMathematical Models of Macrom01ecular Conformations and Their Application Rangquan Wu，Zhengdi Cheng，Chengxun WuGraduate Students of Professor Rangquan Wu