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Saturday, September 21, 2024
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Stochastic Differential Equations and Related Topics |
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Author(s): Liangjian Hu, Zengjing Chen, Xuerong Mao |
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Publisher: Science Press
Published Date: 2007
ISBN: 978-7-03-020193-5
Pages: 284
Language: English
Type: Book
Cover: Hard Cover
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Our Price: $72.60
Avail: In-Stock |
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Main Contents
Part 1 Stochastic Differential Equations
Existence and Uniqueness of the Solutions of Stochastic Differential Equations by Rangquan Wu, Xuerong Mao
Stochastic Differential Delay Equations and Their Applications by Xuerong Mao
Tanaka Formula for a Gaussian Process by Yunsheng Lu, Litan Yan
A New Proof forComparison Theorems for Stochastic Differential Inequalities with Respect to Semimartingales by Xiaodong Ding, Rangquan Wu
The Solutions of Linear Fuzzy Stochastic Differential Systems by Yuhu Feng
Monotone Iterative Technique for Duffie Epstein Type Backward Stochastic Differential Equations by Xiaojun Sun, Yue Wu
Part 2 Stochastic Analysis in Finance
Risk Measures and g-expectations by Zengjing Chen, Kun He
Choquet Expectation and Peng’s g-Expectation by Zengjing Chen, Tao Chen Matt Davison
Discrete Time Mean-variance Analysis with Singular Second Moment Matrixes and an Exogenous Liability by Wencai Chen, Zhongxing Ye
Portfolio Generating Functions in a Market Model With Discontinuous Price by Jun Ye, Yunhao Chu
Optimal Consumption and Portfolio Choice with Ambiguity and Anticipation by Weiyin Fei
Mean-variance Portfolio Selections in Continuous-time Model: The Backward Stochastic Differential Equation Framework by Zijun Guo
Part 3 Stochastic Modelling and Control
Stochastic Jumping Time-Delay Systems with Sensor Nonlinearities: H8 Controller Design by Zidong Wang, Guoliang Wei, Huisheng Shu
H8 Analysis of Nonlinear Stochastic Time-Delay Systems by Huisheng Shu, Guoliang Wei
Stability Analysis and Control Design of Stochastic Fuzzy Systems by Liangjian Hu, Bor-Sen Chen
Stochastic Uncertain Time-Delay Systems with Sector-Bounded Nonlinearities: H8 Filter Design by Zidong Wang, Yurong Liu, Xiaohui Liu
Identification of a Class of MIMO Nonlinear Continuous-Time System Using Driving Signal by Xiping Sun, Yongji Wang
Mathematical Models of Macromolecular Conformations and Their Application by Rangquan Wu, Zhengdi Cheng, Chengxun Wu
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