1.
ODE,SDE and PDE
常微、偏微及随机微分方程(英文)
2.
Full Implicit Euler Methods for Linear Stochastic Differential Equation
线性随机微分方程的全隐式Euler方法
3.
Introduction to Random Differential Equations & Its Spplications
随机微分方程及其应用引论
4.
Application and algorithm of SDE;
随机微分方程理论的应用与算法研究
5.
A Density Result of Backward Stochastic Differential Equation;
倒向随机微分方程的一个稠密性结果
6.
The Discrete Backward Stochastic Differential Equations with Improved Euler Method;
离散倒向随机微分方程的改进Euler算法
7.
An Approximation Result for SDE with Non-Lipschitz Coefficients;
非Lipschitz随机微分方程的逼近
8.
Estimation of Sample Lyapunov Exponent for Stochastic Differential Equation;
随机微分方程的样本Lyapunov指数估计
9.
The Properties for Solutions of the Infinite Horizon Backward Doubly Stochastic Differential Equations
无穷水平倒向随机微分方程解的性质
10.
A Class of Stochastic Different Equations with Non-Lipschitz Cofficients
一族非李普希兹系数的随机微分方程
11.
Convergence Between Numerical Solutions and Exact Solutions of Stochastic Differential Equation
随机微分方程数值解的L~p收敛性
12.
Runge-Kutta methods for numerical solutions of stochastic ordinary differential equations
随机微分方程的Runge-Kutta数值解法
13.
An Extension to Moderate Deviations for Stochastic Differential Equation with Poisson Jumps and Applications
带跳随机微分方程的一个扩充和应用
14.
A converse comparison theorem for some backward stochastic differential equations
一类倒向随机微分方程的逆比较定理
15.
Backward Stochastic Differential Equation and Malliavin Derivative Applied in Finance
倒向随机微分方程和Malliavin微分在金融中的应用
16.
The Adaptive Solutions of FBSDE and Their Application to Stochastic Differential Utility;
正倒向随机微分方程解的性质及其在随机微分效用上的应用
17.
Mean-Square Stability of Milstein Method for Nonlinear Stochastic Differential Equations
非线性随机微分方程Milstein方法的均方稳定性
18.
The Applications of LMI Approach to Stochastic Delay Differential Equations;
LMI方法在随机延迟微分方程中的应用