这是研究正倒向随机微分方程的基础。
This work is a foundation of the study of forward-backward equations.
对带跳的倒向随机微分方程进行了研究。
Discusses the Backward Stochastic Differential Equations with Jumps.
本文研究了随机游走和离散的倒向随机微分方程。
This paper investigates Random Walk and Discrete Backward Stochastic Differential Equation.
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.
在论文的最后，给出了倒向随机微分方程在金融中的几个应用。
At the end of the paper, we give the application of BSDE in finance.
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。
Therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.
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。
Stochastic Control, Differential Games, Stochastic Analysis, Forward-backward Stochastic Differential Equation, Mathematical Finance.
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。
The Dynamic Asset Share Pricing Theoretical Models are set up according to modern finance theory using Backward Stochastic Differential Equation Theory.
本文利用倒向随机微分方程研究了连续时间下基于可交易证券的风险资产定价模型。
This paper develops a continuous time model by means of the BSDE methodology, in order to price risky assets in terms of the real probability measure.
结合分离原理和正倒向随机微分方程理论，我们得到了显式的可观测的Nash均衡点。
Combining the separation principle with the theory of forward and backward stochastic differential equations, we obtain the explicit observable Nash equilibrium point of this kind of game problem.
利用倒向随机微分方程和鞅方法，直接得到欧式期货未定权益的一般定价公式以及套期保值策略。
The pricing formula and hedging strategy of European Future contingent claim are obtained by back ward 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。
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.
倒向随机微分方程从数学上描述了一类投资决策过程，这使得它的数值解计算成为大家关注的焦点之一。
The backward stochastic differential equations (BSDEs) can describe a class of investment decision-making process problems, which leads its numerical method to be focused.
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。
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。
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.
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