...等服务 欢迎登录《中国科技论文在线精品论文》网络电子期刊 在倒向随机微分方程(backward stochastic differential equations, BSDE)生成元满足基本假设的条件下,通过Lp(1 [全部] 绪玉珍.
基于2个网页-相关网页
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.
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.
应用推荐