技术上的思想主要是将连续过程的随机微分方程离散化来进行研究。
It mainly carries on the continuous process stochastic differential equation discretization of the research.
其中关于均方全微分和均方方向导数的定理是多指标随机过程所特有的结论。
Four of them, i. e. the theorems on the mean-square total differential and mean-square directional derivative are special conclusions of the multiple parameter stochastic processes.
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.
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