1.
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
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.
Multi-Dimensional Reflected Backward Stochastic Differential Equations and the Comparison Theorem as Well as Continuous Coefficient: An Existence Result;
多维双边界反射倒向随机微分方程和比较定理以及连续系数情形下解的存在性结果
4.
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
5.
Multi-Dimensional Reflected Backward Stochastic Differential Equations and the Comparison Theorem;
多维反射倒向随机微分方程和比较定理
6.
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
7.
An Existence Theorem of BSDE with Two Reflecting Barriers and Discontinuous Coefficient
一个存在性定理:不连续的带有两个反射壁的倒向随机微分方程(英文)
8.
RBSDEs and Applications in Mixed Zero-sum Game, in Reversible Investment and in PDEs
反射倒向随机微分方程及其在混合零和微分对策，可逆投资问题及偏微分方程中的应用
9.
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
10.
Infinite Horizon Multi-Dimensional Reflected Backward Stochastic Differential Equations and the Comparison Theorem;
无穷区间多维反射倒向随机微分方程和比较定理
11.
A Density Result of Backward Stochastic Differential Equation;
倒向随机微分方程的一个稠密性结果
12.
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
13.
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
14.
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
15.
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
16.
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
17.
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
18.
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