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A class of singularly perturbed Robin boundary value problems for semilinear elliptic equation
      
The singularly perturbed Robin boundary value problems for the semilinear elliptic equation are considered.
      
Under suitable conditions and by using the fixed point theorem the existence, uniqueness and asymptotic behavior of solution for the boundary value problems are studied.
      
Positive solutions to an m-point boundary value problem
      
The existence of positive solutions for second order m-point boundary value problem 1 are investigated, where ξi,bi and a are constants satisfying for i=2,…,m with , and a>amp;gt;1.
      
Boundary value problem for a generalized Liénard equation
      
Singularly perturbed boundary value problems for elliptic equation with a curve of turning point
      
The singularly perturbed elliptic equation boundary value problem with a curve of turning point is considered.
      
Using the method of multiple scales and the comparison theorem, the asymptotic behavior of solution for the boundary value problem is studied.
      
This paper presents an approach based on the degree sequence of G for determining the exact value of cutwidth of typical graphs (e.g., n-cube, caterpillars).
      
Existence of three-solutions for second-order differential equations with nonlinear boundary value conditions
      
The paper deals with the existence of three-solutions for the second-order differential equations with nonlinear boundary value conditions where f:[a,b] × R1 × R1 → R1, gi:R1 × R1 → R1 (i=1,2) are continuous functions.
      
Some results on lag increments of principal value of brownian local time
      
Let W be a standard Brownian motion, and define Y(t)=∫0tds/W(s) as Cauchy's principal value related to the local time of W.
      
The mth moment of the present value of benefits are calculated and the respective expressions of the moments under joint life status or last- survivor status are presented.
      
Positive solutions of a fourth order boundary value problem
      
The singularly perturbed initial boundary value problems for reaction diffusion equations are considered.
      
Under suitable conditions and by using the theory of differential inequality, the asymptotic behavior of solution for initial boundary value problems are studied, where the reduced problems possess two intersecting solutions.
      
The purpose of this paper is to discuss how the value of high-tech firm can be rationally valued by taking into account managerial flexibility when its future revenue is uncertain, thereby the firm's manager can make rational investment decisions.
      
Using stochastic control theory, the paper will present that the firm's value satisfies a partially differentiate equation, and analyze the managerial flexibility value within a framework of real-option analytic theorey.
      
 

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