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.
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
3.
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
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.
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
6.
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
7.
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
8.
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
9.
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)
10.
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
11.
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
12.
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
13.
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
14.
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
15.
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
16.
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
17.
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
18.
A Density Result of Backward Stochastic Differential Equation;
倒向随机微分方程的一个稠密性结果