دانلود مقالات ISI درباره Primary, 60H10 + ترجمه فارسی

Anticipated BSDEs driven by time-changed Lévy noises

Keywords: primary, 60h10; secondary, 60J75Anticipated backward stochastic differential equation; Time-changed Lévy process; Comparison theorem; Duality

دانلود رایگان متن کامل مقاله ISI 7 صفحه سال انتشار : 2015 سفارش ترجمه

Infinite time interval RBSDEs with non-Lipschitz coefficients

Keywords: primary, 60H10; secondary, 37H10RBSDEs; Infinite time interval; Non-Lipschitz; Existence and uniqueness

دانلود رایگان متن کامل مقاله ISI 10 صفحه سال انتشار : 2013 سفارش ترجمه

Strong convergence of split-step backward Euler method for stochastic differential equations with non-smooth drift

Keywords: primary, 60H10; secondary, 60H35Stochastic differential equations; Non-smooth drift; Split-step backward Euler method; Euler–Maruyama method; One-sided Lipschitz condition

دانلود رایگان متن کامل مقاله ISI 16 صفحه سال انتشار : 2012 سفارش ترجمه

Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition

Keywords: primary, 60H10; secondary, 65C30, 60H30BSDE; Quadratic and superquadratic growth; Feynman–Kac formula; Time discretization scheme

دانلود رایگان متن کامل مقاله ISI 36 صفحه سال انتشار : 2012 سفارش ترجمه

Absolute continuity under flows generated by SDE with measurable drift coefficients

Keywords: primary, 60H10; secondary, 34F05, 60J60Stochastic differential equation; Strong solution; Density estimate; Limit theorem; Fokker–Planck equation

دانلود رایگان متن کامل مقاله ISI 23 صفحه سال انتشار : 2011 سفارش ترجمه

FBSDEs with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity

Keywords: primary, 60H10; secondary, 60H30, 60H07, 60G17Backward stochastic differential equation; BSDEs; Delay; Time delayed generators; LpLp-solutions; Differentiability; Calculus of variations; Malliavin calculus; Path regularity

دانلود رایگان متن کامل مقاله ISI 37 صفحه سال انتشار : 2011 سفارش ترجمه

Non-uniqueness of stationary measures for self-stabilizing processes

Keywords: primary, 60H10; secondary, 60J60, 60G10, 41A60Self-interacting diffusion; Stationary measures; Double-well potential; Perturbed dynamical system; Laplace’s method; Fixed point theorem; McKean–Vlasov stochastic differential equations

دانلود رایگان متن کامل مقاله ISI 32 صفحه سال انتشار : 2010 سفارش ترجمه

Maximal inequalities for gg-martingales

Keywords: primary, 60H10; secondary, 60G48

دانلود رایگان متن کامل مقاله ISI 6 صفحه سال انتشار : 2009 سفارش ترجمه

On mean-square stability properties of a new adaptive stochastic Runge–Kutta method

Keywords: primary, 60H10; secondary, 60H35Stochastic differential equation; Mean-square stability; Adaptive time-stepping; Forward-backward error estimation; Runge–Kutta method

دانلود رایگان متن کامل مقاله ISI 9 صفحه سال انتشار : 2009 سفارش ترجمه

A singular stochastic differential equation driven by fractional Brownian motion

Keywords: primary, 60H10; secondary, 60H07, 60H05

دانلود رایگان متن کامل مقاله ISI 11 صفحه سال انتشار : 2008 سفارش ترجمه

BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces

Keywords: primary, 60H10; secondary, 35K55BMO martingales; Backward stochastic differential equations; Kolmogorov equations

دانلود رایگان متن کامل مقاله ISI 21 صفحه سال انتشار : 2008 سفارش ترجمه

Strong approximations of stochastic differential equations with jumps

Keywords: primary, 60H10; secondary, 65C05Jump-diffusion processes; Pure jump processes; Stochastic Taylor expansion; Discrete time approximation; Simulation; Strong convergence

دانلود رایگان متن کامل مقاله ISI 20 صفحه سال انتشار : 2007 سفارش ترجمه