目前解决这一问题的主要方法是动态规划和鞅方法。
At present, the main way to solve this problem is dynamic programming method and martingale method.
建立了半鞅向量随机积分的一个结果，能方便处理可料过程在向量随机积分意义下对半鞅的分解随可料过程不同而不同的问题。
It establishes a result which can be easily applied to the problem derived from the different predictable process in the decomposition of semimartingales in the sense of vector stochastic integrals.
并利用鞅的方法讨论了这类风险模型的破产问题。
Then we will use martingale approach to discuss the ruin problem of these two types of risk models.
利用倒向随机微分方程和鞅方法，讨论国外股票欧式未定权益的一般定价问题，获得了一般定价公式。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
在无套利假设下，讨论了多叉树模型中鞅测度的构造问题。
This paper discussed the construction of martingale measures in multinomial market model under the hypothesis of no arbitrage opportunity.
我们进行了一个关于半鞅模型(包括流动和非流动资产在内)的效用最大化问题的稳定性分析。
We perform a stability analysis for the utility maximization problem in a general semimartingale model where both liquid and illiquid assets (random endowments) are present.
我们进行了一个关于半鞅模型(包括流动和非流动资产在内)的效用最大化问题的稳定性分析。
We perform a stability analysis for the utility maximization problem in a general semimartingale model where both liquid and illiquid assets (random endowments) are present.
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