- Existence results for impulsive neutral stochastic functional integro-differential inclusions with nonlocal initial conditions被引量：45收藏
- 作者：Lin, Aihong Hu, Lanying
- 机构：E China Univ Sci & Technol;Anhui Normal Univ
- 来源：COMPUTERS & MATHEMATICS WITH APPLICATIONS 2010
- 关键词：Impulsive equation Neutral equation Stochastic functional integro-differential inclusion Resolvent operator Mild solution Nonlocal initial condition
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- On neutral impulsive stochastic integro-differential equations with infinite delays via fractional operators被引量：41收藏
- 作者：Lin, Aihong Ren, Yong Xia, Ningmao
- 机构：Anhui Normal Univ;E China Univ Sci & Technol
- 来源：MATHEMATICAL AND COMPUTER MODELLING 2010
- 关键词：Stochastic integro-differential equation Neutral equation Impulsive equation Analytic resolvent
- 质疑
- Stochastic PDIEs and backward doubly stochastic differential equations driven by Levy processes被引量：29收藏
- 作者：Ren, Yong Lin, Aihong Hu, Lanying
- 机构：Anhui Normal Univ;E China Univ Sci & Technol
- 来源：JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS 2009
- 关键词：Backward doubly stochastic differential equation Stochastic partial differential integral equation Levy process Teugels martingale
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- Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes被引量：16收藏
- 作者：Ren, Yong Lin, Aihong Hu, Lanying
- 机构： Department of Mathematics; Department of Mathematics
- 来源：Journal of Computational and Applied Mathematics 2009
- 关键词：Integral equations - Differential equations - Stochastic systems
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- Existence conditions and variational approach for adapted solutions of the two-point boundary value problem of stochastic differential equations被引量：2收藏
- 作者：Xia, Ning-Mao Lin, Ai-Hong
- 机构：E China Univ Sci & Technol
- 来源：APPLIED MATHEMATICS AND COMPUTATION 2011
- 关键词：Two-point boundary value problem Stochastic differential equation Variational approach Continuous dependence
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- 由Lévy过程驱动的倒向双重随机微分方程在推广Bihari条件下解的存在唯一性被引量：0收藏
- 作者：林爱红 夏宁茂
- 机构：华东理工大学数学系
- 来源：《应用数学学报》 2011
- 关键词：Lévy过程 倒向双重随机微分方程 Teugels鞅 推广Bihari条件 存在唯一性
- 摘要：本文讨论在金融中有重要应用价值的,由Lévy过程驱动的倒向双重随机微分方程: Y_t=ξ+∫_t^T f(s,Y_(s-),U_s,Z_s)ds+∫_t^T g(s,Y_(s-),U_s,Z_s)dB_s -∫_t^T...
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- 由Levy过程驱动的倒向随机微分方程在局部Bihari条件下解的存在唯一性被引量：0收藏
- 作者：林爱红 夏宁茂
- 机构：华东理工大学数学系
- 来源：《数学理论与应用》 2010
- 关键词：Lévy过程 Teugele鞅 倒向随机微分方程 局部Bihari条件 存在唯一性
- 摘要：本文利用推广的Bihari不等式和截断函数,证明了由Lévy过程驱动的倒向随机微分方程在局部Bihari条件下解的存在唯一性。我们先给出在某种较弱的条件下,方程在局部区间[T0,T]上解的存在唯一性,然后加强条件,得到解...
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- Existence and Uniqueness for a Stochastic Age-dependent Population System with Diffusion Under non-Lipschitz Condition被引量：0收藏
- 作者：Aihong Lin Yan Qin Hui Li
- 机构：Department of Mathematics;Department of Mathematics
- 来源：[1]Department of Mathematics, East China University of Science & Technology, Shanghai 200237, China;[2]Department of Mathematics, East China University of Science & Technology, Shanghai 200237, China Dep; 2010
- 质疑
