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• 数学与系统科学研究... [25]

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• OAI收割 [25]

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• 期刊论文 [25]

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• 2022 [2]
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浏览/检索结果: 共25条，第1-10条 帮助 限定条件 专题：数学与系统科学研究院    第一署名单位    第一作者单位    通讯作者单位     条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择提交时间升序提交时间降序题名升序题名降序作者升序作者降序发表日期升序发表日期降序 Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文  OAI收割 COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25 作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming   |  收藏  |  浏览/下载：13/0  |  提交时间：2023/02/07 Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity   LARGE N LIMIT OF THE O(N) LINEAR SIGMA MODEL VIA STOCHASTIC QUANTIZATION 期刊论文  OAI收割 ANNALS OF PROBABILITY, 2022, 卷号: 50, 期号: 1, 页码: 131-202 作者:  Shen, Hao;  Smith, Scott A.;  Zhu, Rongchan;  Zhu, Xiangchan   |  收藏  |  浏览/下载：16/0  |  提交时间：2022/04/29 O(N) linear sigma model  Phi(4)  mean-field limit  stochastic quantization  space-time white noise   Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model 期刊论文  OAI收割 BIT NUMERICAL MATHEMATICS, 2021, 页码: 28 作者:  Hong, Jialin;  Ji, Lihai;  Wang, Xu;  Zhang, Jingjing   |  收藏  |  浏览/下载：10/0  |  提交时间：2022/04/02 Stochastic Lotka-Volterra predator-prey model  Positivity  Stochastic symplecticity  Structure-preserving methods  Convergence order conditions   Ergodic inventory control with diffusion demand and general ordering costs 期刊论文  OAI收割 OPERATIONS RESEARCH LETTERS, 2021, 卷号: 49, 期号: 4, 页码: 578-585 作者:  Wei, Bo;  Yao, Dacheng   |  收藏  |  浏览/下载：28/0  |  提交时间：2021/10/26 Stochastic inventory model  General ordering costs  Diffusion process  (s, S) policy  Impulse control   Collective stochastic dynamics of the Cucker-Smale ensemble under uncertain communication 期刊论文  OAI收割 JOURNAL OF DIFFERENTIAL EQUATIONS, 2021, 卷号: 284, 页码: 39-82 作者:  Ha, Seung-Yeal;  Jung, Jinwook;  Rockner, Michael   |  收藏  |  浏览/下载：30/0  |  提交时间：2021/06/01 Cucker-Smale model  Emergence  Flocking  Random communication  Stochastic kinetic Cucker-Smale equation   Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 卷号: 66, 期号: 4, 页码: 1529-1544 作者:  Wang, Bing-Chang;  Huang, Jianhui;  Zhang, Ji-Feng   |  收藏  |  浏览/下载：25/0  |  提交时间：2021/06/01 Mathematical model  Games  Robustness  Uncertainty  Optimal control  Stochastic processes  Differential equations  Forward-backward stochastic differential equation (FBSDE)  linear quadratic optimal control  mean field control  model uncertainty  social functional variation   Why the Effects of Oil Price Shocks on China's Economy are Changing 期刊论文  OAI收割 ENERGY JOURNAL, 2020, 卷号: 41, 期号: 6, 页码: 107-132 作者:  Wang, Shouyang;  Zhang, Xun;  Zhao, Lin   |  收藏  |  浏览/下载：11/0  |  提交时间：2021/04/26 Oil price shocks  Macroeconomy  China  Dynamic stochastic general equilibrium model  Time varying   Stochastic Multiscale Heat Transfer Analysis of Heterogeneous Materials with Multiple Random Configurations 期刊论文  OAI收割 COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2020, 卷号: 27, 期号: 2, 页码: 431-459 作者:  Yang, Zihao;  Guan, Xiaofei;  Cui, Junzhi;  Dong, Hao;  Wu, Ye   |  收藏  |  浏览/下载：24/0  |  提交时间：2020/05/24 Multiple random configurations  heat transfer problem  reiterated homogenization analysis  micro-meso-macro formulations  stochastic multiscale model   A Demand Forecasting Method Based on Stochastic Frontier Analysis and Model Average: An Application in Air Travel Demand Forecasting 期刊论文  OAI收割 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 2, 页码: 615-633 作者:  Zhang Xinyu;  Zheng Yafei   |  收藏  |  浏览/下载：29/0  |  提交时间：2020/01/10 Air travel demand  demand forecasting  model average  model uncertainty  stochastic frontier analysis   Social Power Dynamics Over Switching and Stochastic Influence Networks 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 2, 页码: 582-597 作者:  Chen, Ge;  Duan, Xiaoming;  Friedkin, Noah E.;  Bullo, Francesco   |  收藏  |  浏览/下载：24/0  |  提交时间：2019/03/11 DeGroot-Friedkin (DF) model  opinion dynamics  social networks  social power evolution  stochastic approximation