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。

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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。

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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。

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