1.
Adapted Solutions of Generalized BSDE with Stochastic Monotone Coefficients
随机单调条件下一般化倒向随机微分方程的适应解
2.
A Density Result of Backward Stochastic Differential Equation;
倒向随机微分方程的一个稠密性结果
3.
A converse comparison theorem for some backward stochastic differential equations
一类倒向随机微分方程的逆比较定理
4.
A comparison theorem is proved for the solutions of a backward-forward differential equations.
证明了一类正倒向随机微分方程解的比较定理。
5.
Solution of Reflected Backward Stochastic Differential Equation and Related Partial Differential Equation;
一类反射倒向随机微分方程解的性质及相应的偏微分方程
6.
The Discrete Backward Stochastic Differential Equations with Improved Euler Method;
离散倒向随机微分方程的改进Euler算法
7.
The Properties for Solutions of the Infinite Horizon Backward Doubly Stochastic Differential Equations
无穷水平倒向随机微分方程解的性质
8.
Backward Stochastic Differential Equation and Malliavin Derivative Applied in Finance
倒向随机微分方程和Malliavin微分在金融中的应用
9.
A Generalized Existence Theorem of BSDEs and RRBSDEs
一类倒向随机微分方程及其反射方程解的存在性
10.
Some Numerical Methods of Backward Stochastic Differential Equations and Their Financial Applications;
倒向随机微分方程的数值方法及其金融应用
11.
Numerical Methods and Their Error Estimates for Backward Stochastic Differential Equations
倒向随机微分方程的数值方法及其误差估计
12.
Application of Backward Stochastic Differential Equations in the Pricing of Traditional Life Insurance
倒向随机微分方程在传统寿险定价方面的应用
13.
The Adaptive Solutions of FBSDE and Their Application to Stochastic Differential Utility;
正倒向随机微分方程解的性质及其在随机微分效用上的应用
14.
Comparison theorem for second part of solutions to BSDEs
倒向随机微分方程第二部分解的比较定理
15.
Semi-parametric Inference for a Class of Model Generated from FBSDE
关于一类由正倒向随机微分方程衍生的模型的半参数统计推断
16.
The Application of Backward Stochastic Differential Equations to European Option
倒向随机微分方程在欧式期权中的应用
17.
Properties of the Solution of Backward Stochastic Differential Equation and Applications in Finance;
倒向随机微分方程解的性质和在金融上的应用
18.
Some Problems of Backward Stochastic Differential Equations Driven by Continuous Martingales;
由连续鞅驱动的倒向随机微分方程的若干问题