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Markov积分半群的生成元 被引量:10
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作者 赵文强 李嘉 《西南师范大学学报(自然科学版)》 CAS CSCD 北大核心 2007年第5期14-17,共4页
讨论Markov积分半群的生成元与转移概率函数之间的性质.给出了Markov积分半群的生成元的几种等价刻画,并用所得结果研究了Kolmogorov前项微分方程成立的条件.
关键词 转移概率函数 MARKOV积分半群 生成元 前向微分方程
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ORTHOGONAL-DIRECTIONAL FORWARD DIFFUSION IMAGE INPAINTING AND DENOISING MODEL
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作者 Wu Jiying Ruan Qiuqi An Gaoyun 《Journal of Electronics(China)》 2008年第5期622-628,共7页
In this paper,an orthogonal-directional forward diffusion Partial Differential Equation(PDE) image inpainting and denoising model which processes image based on variation problem is proposed.The novel model restores t... In this paper,an orthogonal-directional forward diffusion Partial Differential Equation(PDE) image inpainting and denoising model which processes image based on variation problem is proposed.The novel model restores the damaged information and smoothes the noise in image si-multaneously.The model is morphological invariant which processes image based on the geometrical property.The regularization item of it diffuses along and cross the isophote,and then the known image information is transported into the target region through two orthogonal directions.The cross isophote diffusion part is the TV(Total Variation) equation and the along isophote diffusion part is the inviscid Helmholtz vorticity equation.The equivalence between the Helmholtz equation and the inpainting PDEs is proved.The model with the fidelity item which is used in the whole image domain denoises while preserving edges.So the novel model could inpaint and denoise simultaneously.Both theoretical analysis and experiments have verified the validity of the novel model proposed in this paper. 展开更多
关键词 Image inpainting Image denoising Partial Differential Equations (PDEs) Orthogonal-directional forward diffusion
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A Type of General Forward-Backward Stochastic Differential Equations and Applications 被引量:4
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作者 Li CHEN Zhen WU 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2011年第2期279-292,共14页
The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with Ito's stochastic delayed equations as the forward equations and anticipated backward stochastic differential... The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with Ito's stochastic delayed equations as the forward equations and anticipated backward stochastic differential equations as the backward equations.The existence and uniqueness results of the general FBSDEs are obtained.In the framework of the general FBSDEs in this paper,the explicit form of the optimal control for linear-quadratic stochastic optimal control problem with delay and the Nash equilibrium point for nonzero sum differential games problem with delay are obtained. 展开更多
关键词 Stochastic delayed differential equations Anticipated backward stochastic differential equations Forward-backward stochastic differential equations Linear-quadratic stochastic optimal control with delay Nonzero sum stochastic differential game with delay
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