1) reflected backward stochastic differential equation
反射倒向随机微分方程
1.
The converse comparison problem of reflected backward stochastic differential equations(RBSDEs) with double obstacles was explored,and some converse comparison theorems for the generators under some suitable conditions were established.
讨论了带有双障碍的反射倒向随机微分方程的逆比较问题,在适当的条件下建立了几个关于其生成元的逆比较定理。
2) reflected backward stochastic differential equation with jumps
带跳反射倒向随机微分方程
4) reflected backward doubly stochastic differential equations
反射倒向重随机微分方程
5) Reflected backward stochastic differential equations (RBSDE)
带反射边界的倒向随机微分方程(RBSDE)
补充资料：随机微分方程
见随机积分。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条