| 摘要 | 第1-9页 |
| Abstract | 第9-13页 |
| 1 The Approximation of Markov Jump Processes to a Pair of Interacting SPDEs with Branching Noises | 第13-39页 |
| ·Introduction | 第13-15页 |
| ·The Model and Main Results | 第15-18页 |
| ·Preliminaries | 第18-23页 |
| ·Proof of Theorem 1.2.1 | 第23-39页 |
| 2 On the Asymptotic Behavior of the Storage Process Fed by a Markov Modulated Brownian Motion | 第39-51页 |
| ·Introduction | 第39-40页 |
| ·The Model | 第40-42页 |
| ·The Growth Rate of the Running Maximum Process | 第42-51页 |
| 3 Modeling the Term Structure of Forward Rate Curve by Wave-Typed SPDEs | 第51-65页 |
| ·Introduction | 第51-53页 |
| ·A Random Field Determined by A SPDE | 第53-54页 |
| ·Forward Rates:Modeling Bonds without Default | 第54-57页 |
| ·Pricing of Bond Option | 第57-59页 |
| ·Forward Rates:Modeling Defaultable Bonds | 第59-62页 |
| ·Pricing of Defaultable Swap | 第62-65页 |
| Bibliography | 第65-73页 |
| Acknowledgements | 第73-74页 |
| Resume and Publications | 第74页 |
