搜索结果: 91-105 共查到“随机过程”相关记录252条 . 查询时间(3.57 秒)
南开大学数学科学学院博士生导师向开南教授
教授 博士生导师 随机过程
2016/5/5
向开南，教授，博士生导师。研究方向是概率论（随机过程、随机分析）。发表文章及著作是Decomposition of 3-connected representable matroids，An explicit Schilder-type theorem for super-Brownian motions: Infinite initial measures。
南开大学数学科学学院博士生导师郭军义教授（图）
教授 博士生导师 随机过程
2016/5/5
郭军义，教授，博士生导师。研究方向是随机过程，随机过程在金融保险中的应用，风险理论，应用概率，金融保险中的随机优化。发表文章及著作有Optimal proportional reinsurance and investment and no-shorting constraint，Classical risk model with threshold dividend strategy。
上海交通大学数学科学学院肖柳青副教授（图）
上海交通大学数学科学学院 副教授 金融数学 随机过程
2016/4/25
肖柳青，副教授，上海交通大学数学科学学院。她的研究兴趣：金融数学与随机过程。主要著作：[1]肖柳青，周石鹏 著. 数理经济学. 高等教育出版社，1998.7.；[2] 肖柳青，周石鹏 著. 离散非线性动力学—理论与方法. 上海交通大学出版社, 2000.8. （获上海市重点研究生教材资助）；[3] 肖柳青，周石鹏 编著. 实用最优化方法. 上海交通大学出版社，2000.9.（获上海交大九五重点研究...
2016年重庆邮电大学博士研究生入学考试随机过程考试大纲。
空军工程大学2015年博士研究生入学考试初试随机过程试题。
宁波大学信息科学与工程学院2016年博士研究生自命题随机过程考试大纲。
NON-PERTURBATIVE APPROACH TO RANDOM WALK IN MARKOVIAN ENVIRONMENT
Random Walk Random environment CLT Gibbs
2015/9/29
The study of random walk in random evolving environment has attracted much attention lately.
The basic idea is that, due to the time mixing properties of the environment, the CLT should hold
in any ...
LIMIT THEOREMS FOR RANDOM WALKS ON A STRIP IN SUBDIFFUSIVE REGIMES
RWRE random walks on a strip quenched random environments
2015/9/29
We study the asymptotic behaviour of occupation times of a transient random walk in a
quenched random environment on a strip in a sub-di usive regime. The asymptotic behaviour of hitting
times, whic...
In other words where is the boundary between truly random and
almost deterministic behavior? I believe that very little randomness
is needed. For example consider the following model. Let f1 : : : f...
We consider a stochastic flow driven by a finite-dimensional Brownian
motion. We show that almost every realization of such a flow exhibits strong
statistical properties such as th...
We consider the evolution of a connected set in Euclidean space
carried by a periodic incompressible stochastic
ow. While for almost every
realization of the random
ow at time t most of the part...
Deterministic and stochastic perturbations of area preserving flows on a two-dimensional torus
Averaging Markov Process Hamiltonian Flow Gluing Conditions Diffusion on a Graph
2015/9/28
We study deterministic and stochastic perturbations of incompressible flows on a two-dimensional torus. Even in the case of purely deterministic perturbations, the long-time behavior of such ...
A Gaussian upper bound for the iterated kernels of Markov chains is obtained under some natural conditions. This result applies in particular to simple random walks on any locally compact unimodular g...
This is a survey on analysis on non-compact co-compact Riemannian
covers and how it relates to random walks on finitely generated groups. The
focus is on the long time behavior of the heat kernel an...