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of 421
pro vyhledávání: '"WANG Ming-hui"'
In this paper, by extending the classic stochastic integrals, we investigate three kinds of more general stochastic integrals: Lebesgue-Stieltjes integrals on predictable sets of interval type (in short: PSITs), stochastic integrals on PSITs of predi
Externí odkaz:
http://arxiv.org/abs/2311.03984
Publikováno v:
In Materials Science & Engineering A November 2024 916
Publikováno v:
In International Review of Financial Analysis October 2024 95 Part B
Publikováno v:
Journal of Applied Mathematics, Vol 2013 (2013)
Although the phenomenon that strictly meets the constant dimension fractal form in the nature does not exist, fractal theory provides a new way and means for the study of complex natural phenomena. Therefore, we use some variable dimension fractal an
Externí odkaz:
https://doaj.org/article/4c9ee762bcbc416dbca9431f3fae3814
In this paper, we consider a dynamic asset pricing model in a cross-sectional economy with two firms where a controlling shareholder cannot divert output in one firm with perfect investor protection for minority shareholders and where he can divert a
Externí odkaz:
http://arxiv.org/abs/2110.05110
In this paper, we investigate a new model of a linear-quadratic mean-field stochastic Stackelberg differential game with one leader and two followers, in which the leader is allowed to stop her strategy at a random time. Our overarching goal is to fi
Externí odkaz:
http://arxiv.org/abs/2104.13528
Autor:
Li, Ming-Yu, Guan, Zhi-Ping, Liu, Li-Ping, Jia, Hong-Jie, Li, Zhi-Gang, Wang, Ming-Hui, Ma, Pin-Kui, Song, Jia-Wang
Publikováno v:
In Materials Science & Engineering A January 2024 890
In this paper, we solve an optimal control problem governed by a system of mean-field stochastic differential equations with multiple defaults (MMFSDEs). We transform the global optimal control problem into several optimal control subproblems governe
Externí odkaz:
http://arxiv.org/abs/2010.13608
In this paper, we first introduce a new spatial-temporal interaction operator to describe the space-time dependent phenomena. Then we consider the stochastic optimal control of a new system governed by a stochastic partial differential equation with
Externí odkaz:
http://arxiv.org/abs/2003.02416
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