Le Duc Nhien, Nguyen Huu Du, Le Huy Tien, Nguyen Trong Hieu
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引用次数: 0
Abstract
This paper is concerned with the tempered exponential dichotomy for random differential systems in Banach spaces. Based on the presentation of bounded solutions for a tempered exponential dichotomous system, we give a bound under which the tempered exponentially dichotomous property of perturbed systems is preserved. Some applications of our results to stochastic partial differential equations are considered.
期刊介绍:
The purpose of Finance and Stochastics is to provide a high standard publication forum for research
- in all areas of finance based on stochastic methods
- on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance.
Finance and Stochastics encompasses - but is not limited to - the following fields:
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- derivatives research
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- portfolio selection
- credit and market risks
- term structure models
- statistical and empirical financial studies based on advanced stochastic methods
- numerical and stochastic solution techniques for problems in finance
- intertemporal economics, uncertainty and information in relation to finance.