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- 2015-10-22 发布于贵州
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由连续鞅驱的耦合的正倒向随机微分方程
Æ Bismut 1978 Pardoux Peng
1990 Æ Lipschitz
ÆÆ
Æ
(℄) Æ
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Æ Brown Brown
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Æ Brown
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Brown Æ Antonelli
S.Peng Zhen.Wu Æ
ÆÆ
Æ
Æ℄
Æ
Feynman-kac Æ Peng
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Feynman-kac Feynman-kac
ÆÆ
Ocone Ocone Æ
ÆÆÆ
Feynman-kac
Feynman-kac Ocone
I
Abstract
The linear backward stochastic differential equation was first proposed by Bismut in
1978. Then Pardoux and Peng first solved the existence and uniq
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