1.
Reflected Backward Doubly Stochastic Differential Equation with Jumps
反射型的带跳倒向双重随机微分方程(英文)
2.
Comparison Theorem of Backward Doubly Stochastic Differential Equations with Continuous Coeffcient
连续条件下双重倒向随机微分方程的比较定理
3.
SMALLEST g-SUPERSOLUTION FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS UNDER CONSTRAINTS ON (y,z,u);
关于(y,z,u)受限制的带跳倒向随机微分方程的最小g-上解
4.
Comparison Theorem of Backward Doubly Stochastic Differential Equations Driven by Lévy Processes and Application
由Lévy过程驱动的倒向双重随机微分方程的比较定理及其应用
5.
The Convergence Property of the Reflected Backward Stochastic Differential Equations;
带反射边界的倒向随机微分方程解的收敛性
6.
Numerical Methods of the Perturbed Backward Stochastic Differential Equations
带扰动的倒向随机微分方程的数值算法
7.
The existence and uniquness of the solution of backward stochastic differential equation with jumps and driven by countably many Brownian motions
由可数多个Brown运动驱动的带跳的倒向随机微分方程的解的存在唯一性
8.
An Extension to Moderate Deviations for Stochastic Differential Equation with Poisson Jumps and Applications
带跳随机微分方程的一个扩充和应用
9.
A Density Result of Backward Stochastic Differential Equation;
倒向随机微分方程的一个稠密性结果
10.
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
11.
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
12.
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
13.
Comparison Theorem of Peturbed BSDE
非Lipschitz条件下带扰动倒向随机微分方程的比较定理
14.
Backward Doubly Stochastic Differential Equations with Brownian Motion and Poisson Process;
布朗运动与泊松过程混合驱动的倒向重随机微分方程
15.
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
16.
Stationary Solutions of Stochastic Partial Differential Equations and Infinite Horizon Backward Doubly Stochastic Differential Equations;
SPDE的平稳解以及无穷区间上的倒向重随机微分方程
17.
The Existence and Uniqueness of Solutions for Stochastic Different Equation with Poisson Jumps;
带Poisson跳随机微分方程解的存在与唯一性
18.
Exponential stability of neutral stochastic differential equations with Markov switches
带Markov跳的中立型随机微分方程的指数稳定性