1.
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
2.
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)
3.
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
4.
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
5.
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
6.
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
7.
A Density Result of Backward Stochastic Differential Equation;
倒向随机微分方程的一个稠密性结果
8.
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
9.
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
10.
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
11.
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
12.
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
13.
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
14.
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
15.
Option Pricing by the Backward Stochastic Differential Equation Method and the Equivalent Probability Martingale Measure in the Jump-diffusion Model
跳跃-扩散模型中期权定价的倒向随机微分方程方法及等价概率鞅测度
16.
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
17.
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
18.
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