位置：成果数据库 > 期刊 > 期刊详情页
pth moment stability of impulsive stochastic delay differential systems with Markovian switching,
  • ISSN号：1007-5704
  • 期刊名称：Communications in Nonlinear Science and Numerical
  • 时间：2013
  • 页码：1870-1879
  • 相关项目：Knight不确定环境下最优消费和投资问题研究
作者： X.Wu|W. Zhang|Y. Tang|
同期刊论文项目
Knight不确定环境下最优消费和投资问题研究
期刊论文 130 会议论文 1
同项目期刊论文
在借贷约束条件下考虑红利和退休的最优消费与投资
奈特不确定环境下固定供款型养老基金最优投资策略研究
Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local ma
On solutions to stochastic set differential equations of It^o type under the non-Lipschitzian condit
带有习惯形成的最优消费-投资与闲暇选择问题研究
破产前需连续偿债的无限时段上的效用最大化问题
分数布朗环境下的实物期权与项目资本预算
通胀环境下考虑随机微分效用的最优消费和投资问题研究
Existence and uniqueness of solutions to uncertain functional differential equations
Neutral uncertain delay differential equations
Knight 不确定下带通胀的最优消费和投资模型研究
带最低保障和红利的养老基金随机控制问题研究
中小板与创业板首次公开募股首日溢价的比较分析
部分信息下资产收益率发生紊乱的最优投资策略
跳扩散过程下的保险商偿债率模型研究
消费篮子价格部分可观察下带通胀与红利支付的最优消费投资问题研究
在红利支付情形下考虑负效用的消费投资问题研究
模型不确定环境下最优动态投资组合问题的研究
模型不确定环境下带红利支付的最优消费和投资组合
Malliavin分析在下方约束最优投资组合中的应用
Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets
Empirical likelihood forheteroscedastic partially linear errors-in-variables model with -mixing erro
Empirical likelihood forsemiparametric varying-coefficient heteroscedastic partially linearerrors-in
DistributedConsensus of Stochastic Delayed Multi-Agent Systems under AsynchronousSwitching
Empirical likelihood for a heteroscedastic partial linear errors-in-variables model
Exponential stabilityof impulsive stochastic delay differential systems
Estimatingthe shareholder's terminal payoff based on insure's solvency ratio in mixe
Asymptoticdegree distribution of a kind of evolving random tree
Optimal control of Markovian switching systems with applications to portfolio decisions under inflat
Optimal consumption-leisure, portfolio and retirement selection based on alpha-maxmin expected CES u
Optimal control of uncertain stochastic systems with Markovian switching and its applications to por
通胀条件下对冲基金最优投资策略
奈特不确定下带高水印激励费的对冲基金最优投资问题研究
Non-contact of solutions to stochastic differential equations driven by semimartingale with non-Lips
On small time large deviation principle for diffusion processes on Hilbert spaces under non-Lipschit
跳扩散环境下考虑汇率变动服从均值回复的外商直接投资决策问题研究
极端事件冲击下含糊厌恶投资者的最优投资组合选择问题
模型不确定和极端事件冲击下带通胀的最优投资组合选择问题研究
Knight不确定下考虑负效用的消费和投资问题研究
跳扩散环境下考虑红利支付的动态资产配置问题研究
模型不确定下带红利支付的最优消费和投资组合
奈特不确定下资产收益率发生紊乱的最优投资策略
在部分信息下股票收益服从隐马尔科夫模型的最优交易策略
通胀环境下股价波动率具有奈特不确定的最优消费与投资问题
统计学专业应用型人才培养模式的探索与实践
汇率波动下门限自回归模型的适应性研究
奈特不确定环境下固定供款型养老基金最优投资策略
Properties of Solutions to Stochastic Set Differential Equations under Non-Lipschitzian Coefficients
Almost sure stability for uncertain differential equation
奈特不确定下带高水印的对冲基金最优投资组合
奈特不确定下考虑红利和机制转换的最优消费投资研究
Markov切换具有Knight不确定下最优消费和投资组合研究
Knight不确定下考虑保险和退休的最优消费-投资和遗产问题研究
金融资产风险度量及其在风险投资中的应用—基于稳定分布的新视角
模型不确定下带通胀的最优消费和投资组合问题研究
通胀下带激励的对冲基金最优投资
奈特不确定下考虑通胀和机制转换的最优消费投资研究
跳扩散环境下带通胀的最优动态资产配置
奈特不确定下带有红利支付的养老金最优投资策略研究
股票带有机制转换与红利支付的定性期权估值问题研究
Knight不确定及机制转换环境下带通胀的最优投资问题研究
Optimal consumption and portfolio under inflation and Markovian switching
Solutions to BSDEs Driven by Both Standard and Fractional Brownian Motions
奈特不确定下资产收益率发生紊乱的最优投资模型研究
Optimal consumption-leisure, portfolio and retirement selection based on a-maxmin expected CES utili
非利普希茨条件下连续局部鞅驱动的集值随机微分方程
An application of the forward integral to an insider's optimal portfolio with the dividend
观测数据野值剔除的TBS-LS逼近方法
DYNAMIC PORTFOLIO CHOICE UNDER THE TIME-VARYING, JUMPS, AND KNIGHT UNCERTAINTY OF ASSET RETURN PROCE
Nodesdeleting in the uniform recursive trees.
Portfolio Choice under the Mean-Variance Model with Parameter Uncertainty
Stability ofstochastic nonlinear switched systems with average dwell time
On solutions ofneutral stochastic delay Volterra equations with singular kernels
StabilityAnalysis of Switched Stochastic Neural Networks with Time-Varying Delays
Asymptotic normality of asimple linear EV regression model with martingale difference errors.
Empirical likelihood forsemivarying coefficient model with measurement error in the nonparametric pa
均值-方差模型具有一般不确定性下的最优资产组合选择
Asymptoticdegree distribution of a kind of asymmetric evolving network
Empirical likelihood forlongitudinal partially linear model with -mixing errors
Statistical inference forpartially time-varying coefficient errors-in-variables models.
Empirical likelihood forpartially time-varying coefficient models with dependent observations.
Empirical likelihood forsemiparametric varying-coefficient heteroscedastic partially linear models.
Empirical likelihoodinference for partially time-varying coefficient errors-in-variables models
Exponential stabilityof stochastic differential delay systems with delayed impulse effects
跳扩散环境下红利支付对不确定厌恶投资者最优投资组合选择的影响
通胀风险下的跨期资产配置问题研究进展
通胀和奈特不确定下的养老金最优投资研究
Knight不确定下基差风险模型的最优对冲策略
通胀服从均值回复过程的最优消费和投资决策
基于基差风险模型带红利支付的最优交易策略
奈特不确定下考虑汇率变动的跨国直接投资和税收政策问题研究
在红利支付情形下考虑负效用的消费投资问题
考虑红利支付与提前退休的最优投资组合
在机制转换金融市场中红利对最优消费投资影响分析
The LaSalle-type theorem for uncertain delaydifferential equations.
奈特不确定下带通胀的跨国直接投资问题
奈特不确定和部分信息下的最优交易策略
股价波动率具有模型不确定的最优消费与投资问题
On existence and uniqueness of solutions to uncertain backward stochastic differential equations
极端事件冲击下含糊厌恶投资者的最优投资组合选择问题
跳扩散下汇率变动的外商直接投资问题研究
突发事件冲击下带通胀的动态资产配置问题研究
Knight不确定下带通胀的最优消费和投资模型研究
金融资产风险度量及其在风险投资中的应用——基于稳定分布的新视角
Knight不确定与随机汇率下外商投资决策
分数布朗运动环境中几何平均亚式期权的定价
结合数学建模 改革《数值分析》教学
奈特不确定性下的资产交易价格惰性区间
Knight不确定环境下“基差风险模型”最优对冲策略研究
EMPIRICAL LIKELIHOOD FOR LONGITUDINAL PARTIALLY LINEAR MODEL WITH a-MIXING ERRORS
DYNAMIC PORTFOLIO CHOICE UNDER THE TIME-VARYING, JUMPS, AND KNIGHT UNCERTAINTY OF ASSET RETURN PROCESS
Optimal consumption-leisure, portfolio and retirement selection based on α-maxmin expected CES utility with ambiguity
MA（1）利率模型下的破产概率