1.
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
2.
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
3.
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)
4.
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
5.
A Density Result of Backward Stochastic Differential Equation;
倒向随机微分方程的一个稠密性结果
6.
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
7.
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
8.
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
9.
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
10.
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
11.
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
12.
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
13.
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
14.
The Adaptive Solutions of FBSDE and Their Application to Stochastic Differential Utility;
正倒向随机微分方程解的性质及其在随机微分效用上的应用
15.
Comparison theorem for second part of solutions to BSDEs
倒向随机微分方程第二部分解的比较定理
16.
The Application of Backward Stochastic Differential Equations to European Option
倒向随机微分方程在欧式期权中的应用
17.
A comparison theorem is proved for the solutions of a backward-forward differential equations.
证明了一类正倒向随机微分方程解的比较定理。
18.
Properties of the Solution of Backward Stochastic Differential Equation and Applications in Finance;
倒向随机微分方程解的性质和在金融上的应用