由分形布朗运动驱动的随机泛函微分方程的研究

11271093
2012
A0210.随机分析与随机过程
罗交晚
面上项目
教授
广州大学
68万元
分形布朗运动;稳定性;随机泛函微分方程;随机积分
2013-01-01到2016-12-31
  • 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 Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion 期刊论文 Li, Zhi|罗交晚|
2 Stochastic delay evolution equations driven by sub-fractional Brownian motion 期刊论文 Li, Zhi|Zhou, Guoli|罗交晚|
3 On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay 期刊论文 Zhi Li|罗交晚|
4 Reflected backward doubly stochastic differential equations with discontinuous coefficients 期刊论文 Zhi Li|罗交晚|
5 Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion 期刊论文 Weiguo Liu|罗交晚|
6 Neutral Functional Partial Differential Equations Driven by Fractional BrownianMotion with Non-Lipschitz Coefficients 期刊论文 Zhi Li|罗交晚|
7 Large deviations for stochastic differential delay equations 期刊论文 Chi Mo|罗交晚|
8 由分形布朗运动驱动的随机微分方程的收敛性 期刊论文 Weiguo Liu|罗交晚|
9 Stability property and essential spectrum of linear retarded functional differential equations 期刊论文 Kai Liu|Liangjian Hu|罗交晚|
10 Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion 期刊论文 Zhi Li|罗交晚|
11 Fixed points and exponential stability of stochastic functional partial differential equations driven by fractional Brownian motion 期刊论文 Dehao Ruan|罗交晚|
12 非自治随机时滞微分方程概周期解的存在唯一性 期刊论文 刘卫国|罗交晚|
13 Neutral stochastic differential equations driven by Brownian motion and fractional Brownian motion in a Hilbert space 期刊论文 Weiguo Liu|罗交晚|
14 Barrier reflected backward doubly stochastic differential equations with discontinuous generators 期刊论文 李治|罗交晚|
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