随机微分方程

The followings are studied in this paper:(1) The orbit is evaluated according to a three-dimensional numerical model of the aerated water jet.

根据掺气水舌入水喷溅特性，建立了水滴在重力、浮力、空气阻力、水舌风及环境风的作用下的水滴随机运动的微分方程，给出了数值计算模型求解降雨强度的计算方法。

Moreover, the criterion of asymptotic stability of the zero solution are established for the SDDE with a general form.

同时，还建立了一般形式下的随机延迟微分方程零解渐近稳定的判别条件。

This paper discuss the asymptotic properties of several types of neutral stochastic functional differential equations.

本文讨论几种类型的中立型随机泛函微分方程解的渐近性质。

As a result of the interpretation of the discrete random walk model,the stability and convergence of the numerical method in a bounded domain are discussed.

接下来提出求解有界区域内的Lévy-Feller对流-扩散微分方程的显式差分格式，并且利用前面随机游走模型中的结论证明了显式格式的稳定性和收敛性。

Institute of Statistics and Actuary, Shandong Economic UniversityAbstract We consider the risk process perturbed by diffusion under interest force in this article. The integral expressions, continuities, twice continuous differentiability and integro-differential equations about $F_{\delta}$, the distribution of the surplus immediately before ruin, and $H_{\delta}$, the joint distribution of the surplus immediately before ruin and the deficit at ruin are obtained.

我们考虑既带有随机干扰又带有确定投资回报的风险过程，得到了破产前瞬间盈余的分布$F_{\delta}$及破产前瞬间盈余和破产时赤字的联合分布$H_{\delta}$所满足的积分表达，连续性及二次连续可微性和积分--微分方程。

The stability of composite θ-method for stochastic differential delay equation was studied.

摘要研究了随机延迟微分方程复合θ-方法的稳定性。

T-stability of the Euler-Maruyama method was studied for stochastic delay differential equation of neutral type.

研究了中立型随机延迟微分方程Euler-Maruyama方法的T-稳定性。

Further, when the coefficients are smooth, the solutions form a stochastic diffeomorphism flow.

而且，若系数是光滑的，则方程的解形成一随机微分同胚流。

This paper mainly studied the price fixing of derivative securities under the random interest rate model which applied stochastic differential equations on the basis of option pricing theory and the model of derivative securities pricing, several majo

在双因子Vasicek随机利率模型下给出了折价债券满足的偏微分方程和债券定价公式，通过分析到期收益率与远期利率的动态变化过程，推导出双因子Vasicek随机利率模型下折价债券买权和卖权的定价。

Let{T_1,T_2,...T_N} be a sequence of nonexpansive mappings that satisfy condition,and let r be a mapping from the set of natural numbers N onto {1,2,..N},which assumes each value infinitely often.

我们主要研究当≠φ随机乘积{S_n}的收敛性。因为这种随机乘积有广泛应用(如在偏微分方程，规划数学，不等式及线性等式)。

Since historical times,England ,where the early inhabitants were Celts, has been conquered three times .

从有历史以来，英国，在此地早期居住的是凯尔特人，已经被征服了三次。

Bluetooth OBEX File Transfer Enables the sending and receiving of files on your phone via Bluetooth.

蓝牙OBEX文件移动允许经过蓝牙传送和接受文件。。。。