多维倒向随机微分方程比较定理的精确表示
Explicit Expressions for the Comparison Theorems of Multidimensional BSDEs
本文给出了多维倒向随机微分方程比较定理的精确表示和解在矩形域内可行性的精确表示
In this Note, we give explicit expressions for the comparison theorem of multidimensional backward stochastic differential equations (BSDEs in short) and for the viability property on a rectangle.
徐玉红
数学
倒向随机微分方程比较定理倒向随机可行性性质
Backward stochastic differential equationcomparison theorembackward stochastic viability property
徐玉红.多维倒向随机微分方程比较定理的精确表示[EB/OL].(2008-05-23)[2025-08-21].http://www.paper.edu.cn/releasepaper/content/200805-658.点此复制
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