倒向随机微分方程
- 网络BSDE; Backward Stochastic Differential Equation; BSDEs
倒向随机微分方程
倒向随机微分方程
BSDE
利用倒向随机微分方程(BSDE)理论中的条件g-期望来定义风险测度及动态风险测度,证明了它们都满足相关风险测度及动态相关 …
Backward Stochastic Differential Equation
...chastic Optimal Control),倒向随机微分方程(Backward Stochastic Differential Equation),金融数学 (Mathematical Finan…
BSDEs
的倒向随机微分方程(BSDEs). 证明了, 当1
backward stochastic differential equations
I... ... ) backward stochastic differential equations 倒向随机微分方程 ) BSDE 倒向随机微分方程 ...
Forward Backward Stochastic Differential Equation
...机控制(Stochastic Control),正倒向随机微分方程(Forward Backward Stochastic Differential Equation)
RBSDE
...微分方程 带停时的倒向重随机微分方程 带反射边界的倒向随机微分方程(RBSDE) 倒向重随机微分方程 倒向随机微分方程 Ito …
FBSDEs
高级搜索:用" 理性预期模型 正倒向随机微分方程(FBSDEs) "到知网平台检索,点击这里搜索更多...
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The Reverse Stochastic Differential Equation and its Application to the Research on the Securities Composed Investment
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