[1] |
Qikang Ran.
SDE Driven by Fractional Brown Motion and Their Coefficients are Locally Linear Growth
[J]. Acta mathematica scientia,Series A, 2020, 40(1): 200-211.
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[2] |
Zhaoqiang Yang.
Pricing European Lookback Option in a Special Kind of Mixed Jump-Diffusion Black-Scholes Model
[J]. Acta mathematica scientia,Series A, 2019, 39(6): 1514-1531.
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[3] |
Jing Cui,Qiuju Liang,Nana Bi.
Asymptotic Stability of Impulsive Neutral Stochastic Functional Differential Equation Driven by Fractional Brownian Motion
[J]. Acta mathematica scientia,Series A, 2019, 39(3): 570-581.
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[4] |
SUN Yu-Dong, SHI Xi-Min, WU Min.
Barrier Options Pricing when Parameters Dependent on Stock Price
[J]. Acta mathematica scientia,Series A, 2013, 33(5): 912-925.
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[5] |
WANG Chun-Wei, YIN Chuan-Cun.
Optimal Dividend Strategy in |the Perturbed Compound Poisson Risk Model with Investment
[J]. Acta mathematica scientia,Series A, 2011, 31(6): 1567-1578.
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[6] |
ZHANG Hua-Yue, CHEN Wan-Hua, QU Li-An.
Dynamic Below-Target Semi-Variance Risk Measure in a Fractional |Black-Scholes Market
[J]. Acta mathematica scientia,Series A, 2011, 31(6): 1674-1682.
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[7] |
WANG hong-Chu, HU Shi-Geng, ZHU Quan-Xin.
Non-oscillation and Oscillation |in Solutions of Nonlinear Stochastic Differential Equations with Bounded Delay
[J]. Acta mathematica scientia,Series A, 2010, 30(6): 1457-1464.
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[8] |
CHEN Chuan-Zhong, HAN Xin-Fang, MA Li.
Some New Results about Asymptotic Properties of Additive Functionals of Brownian Motion
[J]. Acta mathematica scientia,Series A, 2010, 30(6): 1485-1494.
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[9] |
WANG Chun-Wei, YIN Chuan-Cun.
On the Perturbed Compound Poisson Risk Model under Absolute Ruin with Debit Interest and a Constant Dividend Barrier
[J]. Acta mathematica scientia,Series A, 2010, 30(1): 31-41.
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[10] |
LIAN Bao-Sheng, HU Shi-Geng.
Stochastic Delay Lotka-Volterra Model
[J]. Acta mathematica scientia,Series A, 2009, 29(5): 1246-1255.
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[11] |
Liu Yonghong|Li Luoqing.
Quasi Sure Convergence Rate of the Modulus of Continuity for Brownian Motion
[J]. Acta mathematica scientia,Series A, 2008, 28(6): 1157-1163.
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[12] |
Liu Shaoyue; Yang Xiangqun.
Optimal Portfolio in a Fractional Black-Scholes Model with Arbitrary Hurst Parameter
[J]. Acta mathematica scientia,Series A, 2008, 28(4): 742-746.
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[13] |
Wei Xiao;Yu Jinyou; Hu Yijun.
Large Deviations and Finite Time Ruin Probability for Perturbed Risk Model with Variable Premium Rate
[J]. Acta mathematica scientia,Series A, 2007, 27(4): 616-623.
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[14] |
YANG Xin-Jian.
The Uniform Hausdorff Dimensions for the Image Sets and Graph Sets of the Nondegenerate Multidimensional Diffusion Processes
[J]. Acta mathematica scientia,Series A, 2003, 23(5): 545-553.
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[15] |
Zheng Shuicao Zhunag Xingwu.
Holder laws for local times increments of genenralized a-stable process
[J]. Acta mathematica scientia,Series A, 1999, 19(4): 415-423.
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