抛物型随机偏微分方程的平稳解及其相关问题

11101090
2011
A0210.随机分析与随机过程
张奇
青年科学基金项目
教授
复旦大学
23万元
弱解;倒向重随机微分方程;平稳解;随机偏微分方程
2012-01-01到2014-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 SPDEs with polynomial growth coefficients and the Malliavin calculus method 期刊论文 Zhang, Qi|Zhao, Huaizhong|
2 Backward doubly stochastic differential equations with polynomial growth coefficients 期刊论文 Zhang, Qi|Zhao, Huaizhong|
3 Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients 期刊论文 Zhang, Qi|Zhao, Huaizhong|
4 Optimal variational principle for backward stochastic control systems associated with Lévy processes 期刊论文 Huzhou University|Huzhou 313000|China|2 School of Mathematical Sciences|Fudan University|Shanghai 200433|China|TANG MaoNing 1 & ZHANG Qi 2,1 Department of Mathem|2 School of Mathematical Sciences,Fudan University|
5 BSDEs with polynomial growth generators in a defaultable market 期刊论文 Guo, Dongmei|Leng, Huinan|Zhang, Qi|
6 An iterative algorithm for the stability analysis of dynamic interval systems 期刊论文 Leng, Huinan|Zhang, Qi|
7 W^{m,p}-solution (p >= 2) of linear degenerate backward stochastic partial differential equations in the whole space 期刊论文 Du, Kai|Tang, Shanjian|Zhang, Qi|
8 Optimal variational principle for backward stochastic control systems associated with L<span style="font-family:;" roman","serif";font-size:12pt;"="" new="" times="">é</span>vy proces 期刊论文 Tang, Maoning|Zhang, Qi|
9 Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property 期刊论文 Leng, Huinan|
10 Semi-linear degenerate backward stochastic partial differential equations and associated forward backward stochastic differential equations 期刊论文 Du, Kai|Zhang, Qi|
11 <span style="font-family:;" roman","serif";font-size:12pt;"="" new="" times="">Probabilistic approach for semi-linear stochastic fractal equations</span> 期刊论文 Xie, Yingchao|Zhang, Qi|Zhang, Xicheng|
12 Real eigenvalue bounds of standard and generalized real&nbsp;interval eigenvalue problems<br /> 期刊论文 Leng, Huinan|
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