• 一定条件下证明倒向随机微分方程(简记为BSDE)解满足时齐性,给出金融市场中的解释

    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.

    youdao

  • 一定条件下证明倒向随机微分方程(简记为BSDE)解满足时齐性,给出金融市场中的解释

    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.

    youdao

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