搜索结果: 1-4 共查到“stochastic evolution equations”相关记录4条 . 查询时间(0.187 秒)
Stochastic evolution equations in portfolio credit modelling
credit risky assets large portfolio numerical methods
2011/3/30
We consider a structural credit model for a large portfolio of credit risky assets where the correlation is due to a market factor. By considering the large portfolio limit of this system we show the ...
Small time asymptotics for stochastic evolution equations
Stochastic partial differential equations small time asymp-totics
2011/1/18
We obtain a large deviation principle describing the small time asymp-totics of the solution of a stochastic evolution equation with multiplicative noise. Our assumptions are a condition on the linear...
Infinitely delayed stochastic evolution equations in UMD Banach spaces
stochastic evolution equations UMD Banach spaces
2010/11/18
We prove an existence and uniqueness result for the infinitely delayed stochastic evolution equation $$dU(t) = &\big(AU(t) + F(t,U_t)\big) dt + B(t,U_t)dW_H(t), t\in[0,T_0]$$ where $A$ is the generat...
Extended Riccati Equation Rational Expansion Method and Its Application
to Nonlinear Stochastic Evolution Equations
extended Riccati equation rational expansion method nonlinear stochastic
evolution equation stochastic mKdV equation soliton-like solutions
2007/8/15
2006Vol.45No.5pp.785-789DOI:
Extended Riccati Equation Rational Expansion Method and Its Application
to Nonlinear Stochastic Evolution Equations
WANG Mei-Jiao1 and WANG Qi2,3
...