図書

非線形確率力学系における保存量・対称性概念とその応用

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非線形確率力学系における保存量・対称性概念とその応用

Call No. (NDL)
Y151-H11640132
Bibliographic ID of National Diet Library
000007074659
Material type
図書
Author
三澤, 哲也, 名古屋市立大学
Publisher
-
Publication date
1999-2001
Material Format
Paper
Capacity, size, etc.
-
NDC
-
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文部省科学研究費補助金研究成果報告書

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Paper

Material Type
図書
Title Transcription
ヒセンケイ カクリツ リキガクケイ ニ オケル ホゾンリョウ ・ タイショウセイ ガイネン ト ソノ オウヨウ
Author/Editor
三澤, 哲也, 名古屋市立大学
Author Heading
著者 : 三澤, 哲也, 1958- ミサワ, テツヤ, 1958- ( 00683910 )Authorities
Publication Date
1999-2001
Publication Date (W3CDTF)
1999
Extent
Additional Title
研究種目 基盤研究(C)
Subject Heading
Nonlinear stochastic system NONLINEARSTOCHASTICSYSTEM
Composition methods COMPOSITIONMETHODS
Computational finance COMPUTATIONALFINANCE
Geometric Levy process GEOMETRICLEVYPROCESS
Incomplete market INCOMPLETEMARKET
Positively recurrent Markov chain POSITIVELYRECURRENTMARKOVCHAIN
Stochastic logistic process STOCHASTICLOGISTICPROCESS
Nonlinear partial differential equations NONLINEARPARTIALDIFFERENTIALEQUATIONS