Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.
因此，研究倒向随机微分方程具有重要的理论意义和应用价值。
Given the stability, error estimate and numerical experiments for the nonlinear equation of second order backward difference(4)Given the weighted of second order convolution quadrature.
给出非线性方程的二阶向后差分格式稳定性、误差估计。 （4）给出二阶卷积积分的权重。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
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。
With the terminal value of the partial derivative for boundary variates and their differetial equation, the variates can be solved by backward derivation of the differetial equation.
有了边界变量偏导数的终端值以及它们适合的微分方程，就可以由终端反向积分这些微分方程求解出这些变量来。
The new algorithm uses the quadratic conjugate gradient algorithm (QCGA) to solve the forward-backward linear prediction matrix equation.
本算法用自适应算法，二次型共轭梯度算法，解前后向预测构成的矩阵方程。
This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.
本文研究了随机游走和离散的倒向随机微分方程。
In this note, we give the detail proofs of time-homogeneity of the solution of backward stochastic differential equation (BSDE in short) and their explanations in financial market.
本注记在一定条件下证明了倒向随机微分方程(简记为BSDE)的解满足时齐性，并给出其在金融市场中的解释。
The Dynamic Asset Share Pricing Theoretical Models are set up according to modern finance theory using Backward Stochastic Differential Equation Theory.
运用倒向随机微分方程数学方法，建立了动态资产份额定价理论模型。
Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.
随机控制，微分对策，随机分析，正倒向随机微分方程，金融数学。
Backward Stochastic Differential Equation (BSDE), Fractional Brownian Motion and Its Applications, Stochastic Control, etc.
倒向随机微分方程，分数布朗运动及其应用，随机控制等。
Backward Stochastic Differential Equation (BSDE), Fractional Brownian Motion and Its Applications, Stochastic Control, etc.
倒向随机微分方程，分数布朗运动及其应用，随机控制等。
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