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1·This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.

本文研究了随机游走和离散的倒向随机微分方程。

2·First, we get the small noise asymptotic results for stochastic differential equation with jumps.

首先，我们得到了带跳的随机微分方程的小噪音渐近结果。

3·It mainly carries on the continuous process stochastic differential equation discretization of the research.

技术上的思想主要是将连续过程的随机微分方程离散化来进行研究。

4·Backward Stochastic Differential Equation (BSDE), Fractional Brownian Motion and Its Applications, Stochastic Control, etc.

倒向随机微分方程，分数布朗运动及其应用，随机控制等。

5·A stochastic differential equation, which controls strength degradation, is obtained from the model randomized by Markov process.

对其进行随机化处理，得到控制强度退化过程的随机微分方程。

6·Moreover, the stochastic differential equation of seepage boundary is proposed and the mechanism of seepage evolution is analyzed.

建立了渗流边界的随机微分方程，揭示了渗流边界形貌的演化机理。

7·We show that the positive solution of the associated stochastic differential equation does not explode to infinity in a finite time.

本文给出了随机微分方程存在唯一正解，且解在有限时间内不爆破。

8·Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.

因此， 研究倒向随机微分方程具有重要的理论意义和应用价值。

9·Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.

随机控制，微分对策，随机分析，正倒向随机微分方程，金融数学。

10·Basing on analysis of TCP flow control stochastic differential equation model, this paper presents a new method to analysis queue fluctuation.

本文在分析TCP流量控制微分方程模型的基础上，提出一种新的队列波动分析方法。