In part 2, we study the properties of the solution z of backward stochastic differential equation and backward doubly stochastic differential equation.

第二部分分別研究了倒向隨機(jī)微分方程和倒向重隨機(jī)微分方程中解z的性質(zhì)。

Huang and Lin proposed the weak solution concept for Backward Stochastic Differential Equation This paper based on the predecessor's work , gives the weak solution concept for Backward Stochastic Differential Equation with continuous martingale,uses the Girsanov transformation, obtains its weak solution of the existence of a necessary and sufficient conditions, and on this basis obtains its weak solution of the existence of sufficient conditions,these sufficient conditions weakened the drifting coefficient which requested in the existence uniqueness of strong solution to satisfy the Lipschitz condition the request.

本文在前人研究的基礎(chǔ)上丝袜亚洲国产不卡，給出由連續(xù)鞅驅(qū)動的倒向隨機(jī)微分方程弱解的概念久久黄色视频免费看，利用Girsanov變換，得到其弱解存在的存在的一個充分必要條件自拍小视频福利在线，并在此基礎(chǔ)上得到了其弱解存在的一些充分條件老妇毛多多，這些充分條件減弱了在強(qiáng)解的存在唯一性中要求的漂移系數(shù)滿足Lipschitz條件的要求。

This paper gives the probabilistic interpretation for one system of the second order quasilinear parabolic partial differential equations combined with an algebra equation using fully coupled forward-backward stochastic differential equation.

本文利用完全耦合的正倒向隨機(jī)微分方程欧美性爱黑人A片，對一類耦合了一個代數(shù)方程的二階擬線性拋物型偏微分方程系統(tǒng)91se资源在线观看，給出概率表示国外超碰97人人爽人人做。

Our analysis framework relies on the reflected Backward Stochastic Differential equation approach.We characterize the value functions of the noncallable bonds in terms of the reflected Backward Stochastic Differential equation,Then the relationship between the value function of convertible bonds and reflected backward stochastic differential equations with single reflect is built at the same time,and provide the optimal conversion strategy for bondholders.2:We get the value of non-callable convertible bonds by numerical methods.

探討了可轉(zhuǎn)換債券的最優(yōu)停時價值與帶反射邊界倒向隨機(jī)微分方程解的關(guān)系，在市場完備自拍国语日韩欧美视频在线播放网站，公司價值只包括股權(quán)和可轉(zhuǎn)債這兩種權(quán)益等各種假定下国产精品美女久久久久AV，給出不可贖回可轉(zhuǎn)換債券的價值函數(shù)，證明了不可贖回可轉(zhuǎn)換債券的最優(yōu)停時問題的解是存在的视频三区欧美极品在线看片，同時給出了其最優(yōu)的轉(zhuǎn)換策略亚洲av永久无码天堂网不卡。2：通過數(shù)值方法求解不可贖回可轉(zhuǎn)換債券的價值。

Differential equation model is classified as ordinary differential equation, partial differential equation and stochastic differential equation.

微分方程模型的形式包括常微分方程欧美A∨免费网站，偏微分方程和隨機(jī)微分方程亚洲欧美性爱视频免费观看。

Neutral equation; stochastic functional differential equation; stochastic differential equation with delay; infinite delay; asymptotic propertie; semimartingale convergence theorem; Markovian switching; moment stability; moment boundedness

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Moreover, applying the theories of backward stochastic differential equation and partial differential equation, the models have been converted.

并借助于倒向隨機(jī)微分方程以及偏微分方程的重要理論完成了對模型的轉(zhuǎn)化。

By introducing random factors on differential equation, stochastic differential equation is formed.

微分方程反映了系統(tǒng)中的動態(tài)變化情況免费郑州性感美女黄色网站，在實(shí)際生產(chǎn)生活中得到了廣泛的應(yīng)用亚洲国产污视频；微分方程的基礎(chǔ)上引入隨機(jī)因素，便形成了隨機(jī)微分方程日韩综合AV在线一区二区。

And by the backward stochastic differential equation we get the corresponding partial differential equation of the European option price when those parameters are constants.

并且AV原创在线，借助倒向隨機(jī)微分方程找到在以上參數(shù)均為常數(shù)時，期權(quán)價格所滿足的偏微分方程亚洲欧美熟妇综久久。

This paper research on the effect of investment with reserve for insurance price by theory of backward stochastic differential equation.Modeling the investment with backward stochastic differential equation and the resultts got.

本文利用倒向隨機(jī)微分方程的理論免费啪啪黄色视频，在考慮保險公司提計準(zhǔn)備金的背景下研究投資對于保險價格的影響，建立了再保險投資定價的正倒向微分隨機(jī)方程的模型亚洲欧美精品，并給出了保險價格的顯性解欧美一级强视频网址。