随机微分方程中的参数估计问题

10571021
2005
A0603.经济数学与金融数学
蒋达清
面上项目
教授
东北师范大学
18万元
随机微分方程;参数估计;随机生物数学模型;ARCH模型。
2006-01-01到2008-12-31
  • 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 The monotone method for Neumann functional differential equations with upper and lower solutions in the reverse order 期刊论文
2 A new existence theory for positive periodic solutions to functional differential equations with impulse effects 期刊论文
3 Existence and uniqueness of solutions for singular (k,n-k) conjugate boundary value problems 期刊论文
4 Population dynamical behavior of non-autonomous Lotka-Volterra competitive system with random perturbation 期刊论文
5 The Banach spaces $C\sb h\sp p$ and $L\sp p(\Omega,C\sb h\sp p)$ with application to the approximate controllability of stochastic partial functional differential equations with infinite delay 期刊论文
6 Existience and uniqueness of solutions for singular integral equation 期刊论文
7 Nonuniform nonresonant singular Dirichlet boundary value problems for the one-dimensional p-Laplacian with sign changing nonlinearity 期刊论文
8 Existence theory for multiple solutions to semipositone Dirichlet boundary value problems with singular dependent nonlinearities for second-order impulsive differential equations 期刊论文
9 Global stability and stochastic permanence of a non-autonomous logistic equation with random perturbation 期刊论文
10 Existence, uniqueness, stochastic persistence and global stability of positive solutions of the logistic equation with random perturbation 期刊论文
11 Existence theory for single and multiple solutions to singular discrete boundary value problems of second-order differential systems 期刊论文
12 Existence, uniqueness, and global attractivity of positive solutions and MLE of the parameters to the logistic equation with random perturbation 期刊论文
13 Approximate Solutions of Stochastic Differential Delay Equations with Markovian Switching 期刊论文
14 Existence and uniqueness of solutions for singular higher order continuous and discrete boundary value problems 期刊论文
15 Multiple positive solutions of Sturm-Liouville problems for second order impulsive differential equations 期刊论文
16 Existence and uniqueness of positive solutions for fourth-order nonlinear singular continuous and discrete boundary value problems 期刊论文
17 Upper and lower solutions method and a second order three-point singular boundary value problem 期刊论文
18 Existence and uniqueness of positive solutions for singular nonlinear elliptic boundary value problems 期刊论文
19 Existence, uniqueness, stochastic persistence and global stability of positive solutions of the logistic equation with random perturbation 期刊论文
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