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浏览/检索结果: 共6条，第1-6条 帮助 限定条件 发表日期：2016     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps 期刊论文 JOURNAL OF SCIENTIFIC COMPUTING, 2016, 卷号: 69, 期号: 2, 页码: 651-672 作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao 收藏  |  浏览/下载：21/0  |  提交时间：2018/07/30 Multistep scheme  Jump-diffusion process  Forward backward stochastic differential equation with jumps   Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps 期刊论文 JOURNAL OF SCIENTIFIC COMPUTING, 2016, 卷号: 69, 期号: 2, 页码: 651-672 作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/16 Multistep scheme  Jump-diffusion process  Forward backward stochastic  differential equation with jumps   Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function 期刊论文 Journal of Systems Science & Complexity, 2016, 期号: 05, 页码: 1238-1268 作者:  LI Juan;  MIN Hui 收藏  |  浏览/下载：8/0  |  提交时间：2019/12/16 Dynamic programming principle(DPP)  Hamilton-Jacobi-Bellman(HJB) equation  meanfield backward stochastic differential equation(mean-field BSDE) with jump  Poisson random measure  value function   Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps 期刊论文 EAST ASIAN JOURNAL ON APPLIED MATHEMATICS, 2016, 卷号: 6, 期号: 3, 页码: 253-277 作者:  Fu, Yu;  Yang, Jie;  Zhao, Weidong 收藏  |  浏览/下载：9/0  |  提交时间：2019/12/16 Prediction-correction scheme  decoupled forward backward stochastic  differential equation  with jumps  convergence analysis.   Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function 期刊论文 系统科学与复杂性学报（英文版）, 2016, 卷号: 29, 期号: 5, 页码: 1238-1268 作者:  Li Juan;  Min Hui 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/16 Dynamic programming principle (DPP)  Hamilton-Jacobi-Bellman (HJB) equation  mean-field backward stochastic differential equation (mean-field BSDE) with jump  Poisson random measure  value function   Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs 期刊论文 COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2016, 卷号: 71, 期号: 11, 页码: 2479-2496 作者:  Zhang, Guannan;  Zhao, Weidong;  Webster, Clayton;  Gunzburger, Max 收藏  |  浏览/下载：6/0  |  提交时间：2019/12/17 Backward stochastic differential equation with jumps  Nonlocal diffusion  equations  Superdiffusion  Compound Poisson process theta-scheme  Adaptive approximation