دانلود مقالات ISI درباره 60H10 + ترجمه فارسی

Pathwise properties and homeomorphic flows for stochastic differential equations driven by GG-Brownian motion

Keywords: 60H05; 60H10; 60J65GG-Brownian motion; GG-stochastic differential equation; BDG inequality; Itô’s-formula; Moment estimate; Hölder continuity; Homeomorphic flow

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2009 سفارش ترجمه

A note on the invariance under change of measure for stochastic test functions and distribution spaces

Keywords: 60H40; 60H10;

دانلود رایگان متن کامل مقاله ISI 4 صفحه سال انتشار : 2008 سفارش ترجمه

Optimal control of the insurance company with proportional reinsurance policy under solvency constraints

Keywords: primary; 91B30; 91B28; 65K10; secondary; 60H05; 60H10; Optimal dividend control; Proportional reinsurance; HJB equation; Solvency constraints; Singular-regular control problem;

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2008 سفارش ترجمه

A class of backward stochastic differential equations with discontinuous coefficients

Keywords: 60H10; Backward stochastic differential equation; Adapted solution; Comparison theorem;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2008 سفارش ترجمه

BSDE driven by a simple Lévy process with continuous coefficient

Keywords: 60H10; 60H20

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2008 سفارش ترجمه

Approximate solutions to anticipative stochastic differential equations

Keywords: primary; 60H10; White noise space; Skorohod integral; ɛ-solution;

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2008 سفارش ترجمه

Optimal financing and dividend control of the insurance company with proportional reinsurance policy

Keywords: primary; 91B28; 91B16; secondary; 60H05; 60H10; Optimal dividends control; Optimal financing control; Proportional reinsurance; HJB equation; Transaction cost; Regular-singular control;

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

On solutions of a class of infinite horizon FBSDEs

Keywords: 60H10; 60H20

دانلود رایگان متن کامل مقاله ISI 8 صفحه سال انتشار : 2008 سفارش ترجمه

Three-stage stochastic Runge–Kutta methods for stochastic differential equations

Keywords: 60H10; 65L06; 65L20Stochastic differential equation; Runge–Kutta method; Numerical stability; Order condition; Principal error coefficient

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

On degenerate stochastic equations of Itô type with jumps

Keywords: primary; 60H10; 60J60; 60J65; 60G44;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2008 سفارش ترجمه

Large deviations in testing fractional Ornstein-Uhlenbeck models

Keywords: primary; 62F12; 62M05; secondary; 60F05; 60H10;

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

A limit theorem for solutions to BSDEs in the space of processes

Keywords: 60H10

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2008 سفارش ترجمه

Weak first- or second-order implicit Runge–Kutta methods for stochastic differential equations with a scalar Wiener process

Keywords: 60H10; 60H35; 65L06; 65L20MS-stability; A-stability; Derivative-free; Multiplicative noise; Bi-colored rooted tree; Stratonovich type; Polynomially bounded differential functions

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2008 سفارش ترجمه

Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

Keywords: 60H10; 60J75; 34A12Homeomorphism flow; SDEs with jumps; Non-Lipschitz; Exponential martingale

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

Almost sure and moment exponential stability of Euler–Maruyama discretizations for hybrid stochastic differential equations

Keywords: 65C30; 60H10; 60H35Brownian motion; Euler–Maruyama; Markov chain; Exponential stability

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2008 سفارش ترجمه

Mean-square convergence of stochastic multi-step methods with variable step-size

Keywords: 60H35; 65C30; 65L06; 60H10; 65L20Stochastic linear multi-step methods; Adaptive methods; Mean-square convergence; Mean-square numerical stability; Mean-square consistency; Small noise; Two-step-Maruyama methods

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2008 سفارش ترجمه

Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

Keywords: 60H10; 34K20; 34K50Asymptotic stability; Exponential stability; Generalized Itô formula; Brownian motion; Markov chain

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2008 سفارش ترجمه

Rational expectations models: An approach using forward-backward stochastic differential equations

Keywords: 60H10; 60H30; 91B02; 91B62; 91B64; C62; C65; D84; Forward backward stochastic differential equations; Rational expectations models; Nonlinear partial differential equations;

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2008 سفارش ترجمه

Isotropic stochastic flow of homeomorphisms on RdRd associated with the critical Sobolev exponent

Keywords: 76F05; 60H10; 76F10Isotropic flow; Stochastic differential equation; Non-Lipschitz condition; Limit theorem; Stochastic transport equation

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2008 سفارش ترجمه

Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

Keywords: 60H10; 60H05; 60H30gg-expectation; GG-expectation; GG-normal distribution; BSDE; SDE; Nonlinear probability theory; Nonlinear expectation; Brownian motion; Itô’s stochastic calculus; Itô’s integral; Itô’s formula; Gaussian process; Quadratic variation pro

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2008 سفارش ترجمه

Representation theorems for quadratic FF-consistent nonlinear expectations

Keywords: 60G48; 60H10; 91B30Backward SDEs; gg-expectation; FF-consistent nonlinear expectations; Quadratic nonlinear expectations; BMO; Doob–Meyer decomposition; Representation theorem

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2008 سفارش ترجمه

Computation of the invariant measure for a Lévy driven SDE: Rate of convergence

Keywords: 60H35; 60H10; 60J75; 60F05Stochastic differential equation; Lévy process; Invariant distribution; Euler scheme; Rate of convergence

دانلود رایگان متن کامل مقاله ISI 34 صفحه سال انتشار : 2008 سفارش ترجمه

On weak approximations of (a, b)-invariant diffusions

Keywords: 60H10; 65C20; Stochastic differential equation; Weak approximation; Euler and Milstein approximations; Split-step schemes;

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2007 سفارش ترجمه

Homeomorphism of solutions to backward SDEs and applications

Keywords: 60H10; 60H30; 35K15; 35K55Homeomorphism; Backward stochastic differential equation; Comparison theorem

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2007 سفارش ترجمه

Numerical simulation of nonlinear dynamical systems driven by commutative noise

Keywords: 60H10; 60H25; 60H35; 65C30Local linearization; Stochastic differential equations; Commutative noise; Conjugacy; Random differential equations; Numerical integrators

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2007 سفارش ترجمه

On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations

Keywords: 34K50; 60H10; 62L10; 62L12; Stochastic delay differential equations; Sequential analysis; Noisy observations; Mean square accuracy;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2007 سفارش ترجمه

A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations

Keywords: 60H10; 60H30Reflected backward stochastic differential equations; Comparison theorem

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2007 سفارش ترجمه

The Burgers superprocess

Keywords: 60H15; 60G57; secondary; 60H10; 60F05Burgers equation; Superprocess; Stochastic partial differential equation

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2007 سفارش ترجمه

On convergence to the exponential utility problem

Keywords: 91B20; 60H10; 91B16; 60G48Convex analysis; Stochastic duality; Exponential utility function; Minimal entropy martingale measure; Convergence of qq-optimal martingale measures; Wealth and portfolios

دانلود رایگان متن کامل مقاله ISI 22 صفحه سال انتشار : 2007 سفارش ترجمه

Forward and reverse representations for Markov chains

Keywords: 60J05; 60H10; 62G07; 65C05Transition density estimation; Forward and reverse Markov chains; Monte Carlo simulation; Estimation of risk

دانلود رایگان متن کامل مقاله ISI 24 صفحه سال انتشار : 2007 سفارش ترجمه

Error expansion for the discretization of backward stochastic differential equations

Keywords: 60H07; 60F05; 60H10; 65G99Backward stochastic differential equation; Discretization scheme; Malliavin calculus; Semi-linear parabolic PDE

دانلود رایگان متن کامل مقاله ISI 27 صفحه سال انتشار : 2007 سفارش ترجمه

An approximate approach to fractional analysis for finance

Keywords: 60H10; 93E05Fractional Brownian motion; Stochastic dynamical system; Fractal Langevin equation; Black–Scholes model; Fractional filtering

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2006 سفارش ترجمه

Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process

Keywords: Primary 62F12; 62M05; secondary 60F05; 60H10; Itô stochastic differential equation; Ornstein-Uhlenbeck process; Approximate minimum contrast estimators; Symmetric estimators; Discrete observations; Moment problem; Rate of weak convergence; Berry-Esse

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2006 سفارش ترجمه

Stratonovich covariant differential equation with jumps

Keywords: primary; 58JG5; 60H10; 60H05; 60J75; secondary; 55R1U; 55R25Stochastic differential equations in manifolds; Jump processes; Stratonovich calculus; Connections; Covariant derivative; Tangent bundle

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2006 سفارش ترجمه

Risk measures via g-expectations

Keywords: IM10; IM30; IE12; G11; G12; G13; 60G42; 60G44; 60H10; Coherent/convex risk measure; Dynamic risk measure; g-expectation; Insurance premium;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2006 سفارش ترجمه

Numerical solution of stochastic differential problems in the biosciences

Keywords: 65H35; 60H10; 65C20; 92D25Stochastic ordinary differential equations; Stochastic delay differential equations; Numerical methods for stochastic equations; Biomathematical modelling

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2006 سفارش ترجمه

Existence of densities for jumping stochastic differential equations

Keywords: 60H10; 60J75Stochastic differential equations; Jump processes; Absolute continuity

دانلود رایگان متن کامل مقاله ISI 19 صفحه سال انتشار : 2006 سفارش ترجمه

Weak Dirichlet processes with a stochastic control perspective

Keywords: 60G05; 60G44; 60G48; 60H05; 60H10; 60J60; 35K15; 35K55; 35J15; 93E20Stochastic calculus via regularization; Weak Dirichlet processes; Stochastic optimal control; Cauchy problem for parabolic partial differential equations

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2006 سفارش ترجمه

Infinite dimensional stochastic differential equations of Ornstein–Uhlenbeck type

Keywords: 60H10; secondary 35R15, 60H30Semigroups; Hölder spaces; Perturbations; Resolvents; Elliptic operators; Ornstein–Uhlenbeck processes; Infinite dimensional stochastic differential equations

دانلود رایگان متن کامل مقاله ISI 26 صفحه سال انتشار : 2006 سفارش ترجمه

Euler scheme and tempered distributions

Keywords: 60H10; 60J60; 60H35; 65M15; 65C20; 65B05Stochastic differential equation; Euler scheme; Rate of convergence; Tempered distributions

دانلود رایگان متن کامل مقاله ISI 28 صفحه سال انتشار : 2006 سفارش ترجمه

Weak existence and uniqueness for forward–backward SDEs

Keywords: primary; 65C30; secondary; 35K55; 60H10; 60H30FBSDEs; Gradient estimates; Quasi-linear PDEs; Calderón and Zygmund estimates; Schauder’s estimates; Weak existence and uniqueness

دانلود رایگان متن کامل مقاله ISI 31 صفحه سال انتشار : 2006 سفارش ترجمه

Converse comparison theorems for backward stochastic differential equations

Keywords: 60H10; Backward stochastic differential equation; Generator; Comparison theorem; Converse comparison theorem;

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2005 سفارش ترجمه

A class of orthogonal integrators for stochastic differential equations

Keywords: 60H10; 60H35; 65L06; Orthogonal integrators; Stochastic differential equations; Runge-Kutta schemes;

دانلود رایگان متن کامل مقاله ISI 12 صفحه سال انتشار : 2005 سفارش ترجمه

Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs

Keywords: 60H10; 60F10; Freidlin-Wentzell large deviation; Non-Lipschitz SDE; Homeomorphism flows;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2005 سفارش ترجمه

The rate of convergence in the functional limit theorem for increments of a Brownian motion

Keywords: 60F15; 60H07; 60H10; Brownian motion; Functional limit; Rate of convergence;

دانلود رایگان متن کامل مقاله ISI 13 صفحه سال انتشار : 2005 سفارش ترجمه

Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients

Keywords: 60H10; 34A12; Homeomorphism flow; SDE; Non-Lipschitz; Zvonkin's transformation;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2005 سفارش ترجمه

Strong solutions of SDES with singular drift and Sobolev diffusion coefficients

Keywords: 60H10; Strong solution; Krylov's estimate; Zvonkin's transformation; Sobolev space;

دانلود رایگان متن کامل مقاله ISI 14 صفحه سال انتشار : 2005 سفارش ترجمه

Perturbed Skorohod equations and perturbed reflected diffusion processes

Keywords: 60H10; 60J60; 34A12; 34A40; Perturbed Skorohod equations; Local time; Reflection principle; Weak convergence; Reflected diffusions; Stratonovich integration;

دانلود رایگان متن کامل مقاله ISI 15 صفحه سال انتشار : 2005 سفارش ترجمه

Homeomorphic property of solutions of SDE driven by countably many Brownian motions with non-Lipschitzian coefficients

Keywords: primary; 60H10; 60G17; secondary; 55P10; Stochastic flow; Homotopy and homeomorphism; Non-Lipschitzian; Kolmogorov's modification theorem; Non-contact property;

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2005 سفارش ترجمه

Simulation of stopped diffusions

Keywords: 02.50.Ey; 02.60.Cb; 02.70.Lq; 07.05.Tp; 35J25; 60G40; 60H10; 65C05; Stopped diffusions; Stochastic differential equations; Weak approximation; Dirichlet problems; Monte-Carlo simulations;

دانلود رایگان متن کامل مقاله ISI 17 صفحه سال انتشار : 2005 سفارش ترجمه