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Chinese Academy of Sciences Institutional Repositories Grid
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浏览/检索结果: 共5条,第1-5条 帮助

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A robust Kalman-Bucy filtering problem 期刊论文  OAI收割
AUTOMATICA, 2020, 卷号: 122, 页码: 6
作者:  
Ji, Shaolin;  Kong, Chuiliu;  Sun, Chuanfeng
  |  收藏  |  浏览/下载:13/0  |  提交时间:2021/04/26
Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities 期刊论文  OAI收割
PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31
作者:  
Gordina, Maria;  Roeckner, Michael;  Teplyaev, Alexander
  |  收藏  |  浏览/下载:9/0  |  提交时间:2020/09/23
A generalized integral fluctuation theorem for general jump processes 期刊论文  OAI收割
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2009, 卷号: 42, 期号: 33, 页码: -
作者:  
Liu, Fei;  Ou-Yang, Zhong-can;  Liu, F , Tsinghua Univ, Ctr Adv Study, Beijing 100084, Peoples R China;  Luo, Yu-Pin;  Huang, Ming-Chang
  |  收藏  |  浏览/下载:17/0  |  提交时间:2012/08/02
Generalized integral fluctuation theorem for diffusion processes 期刊论文  OAI收割
PHYSICAL REVIEW E, 2009, 卷号: 79, 期号: 6, 页码: -
作者:  
Liu, Fei;  Ou-Yang, Zhong-can;  Liu, F , Tsinghua Univ, Ctr Adv Study, Beijing 100084, Peoples R China
  |  收藏  |  浏览/下载:10/0  |  提交时间:2012/08/02
powerutilitymaximizationinanexponentiallevymodelwithoutariskfreeasset 期刊论文  OAI收割
actamathematicaeapplicataesinica, 2005, 卷号: 21, 期号: 1, 页码: 145
作者:  
Qing Zhou
  |  收藏  |  浏览/下载:6/0  |  提交时间:2020/01/10