Reticent 发表于 2025-3-21 17:12:05

书目名称Backward Stochastic Differential Equations影响因子(影响力)<br>        http://impactfactor.cn/if/?ISSN=BK0180231<br><br>        <br><br>书目名称Backward Stochastic Differential Equations影响因子(影响力)学科排名<br>        http://impactfactor.cn/ifr/?ISSN=BK0180231<br><br>        <br><br>书目名称Backward Stochastic Differential Equations网络公开度<br>        http://impactfactor.cn/at/?ISSN=BK0180231<br><br>        <br><br>书目名称Backward Stochastic Differential Equations网络公开度学科排名<br>        http://impactfactor.cn/atr/?ISSN=BK0180231<br><br>        <br><br>书目名称Backward Stochastic Differential Equations被引频次<br>        http://impactfactor.cn/tc/?ISSN=BK0180231<br><br>        <br><br>书目名称Backward Stochastic Differential Equations被引频次学科排名<br>        http://impactfactor.cn/tcr/?ISSN=BK0180231<br><br>        <br><br>书目名称Backward Stochastic Differential Equations年度引用<br>        http://impactfactor.cn/ii/?ISSN=BK0180231<br><br>        <br><br>书目名称Backward Stochastic Differential Equations年度引用学科排名<br>        http://impactfactor.cn/iir/?ISSN=BK0180231<br><br>        <br><br>书目名称Backward Stochastic Differential Equations读者反馈<br>        http://impactfactor.cn/5y/?ISSN=BK0180231<br><br>        <br><br>书目名称Backward Stochastic Differential Equations读者反馈学科排名<br>        http://impactfactor.cn/5yr/?ISSN=BK0180231<br><br>        <br><br>

沙发 发表于 2025-3-21 20:18:02

https://doi.org/10.1007/978-981-16-4230-2In this chapter we introduce the Brownian motion and present the basic martingale theory. The materials here can be viewed as the linear theory for the nonlinear counterparts in Chapters . and . A financial application is also included.

蒙太奇 发表于 2025-3-22 00:26:03

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鸟笼 发表于 2025-3-22 06:15:01

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透明 发表于 2025-3-22 12:35:24

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一大块 发表于 2025-3-22 14:23:21

Rocket Mining for Lunar and Mars ISRUIn this chapter we introduce (one-dimensional) reflected BSDEs, motivated by American option pricing. We shall establish its well-posedness, a priori estimates, as well as its connection with PDEs.

Chandelier 发表于 2025-3-22 17:10:16

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尖酸一点 发表于 2025-3-23 00:14:49

https://doi.org/10.1007/978-3-030-97913-3In this chapter we study coupled Forward-Backward SDEs. The theory for general FBSDEs is still far from mature. We shall introduce three different approaches for its well-posedness: the fixed point approach, the decoupling approach, and the method of continuation.

埋葬 发表于 2025-3-23 04:25:31

https://doi.org/10.1007/978-1-4614-2029-3In this chapter we introduce nonlinear expectation and conditional nonlinear expectation by using the quasi-sure stochastic analysis. We shall also study the optimal stopping problem under nonlinear expectation.

整顿 发表于 2025-3-23 08:48:50

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查看完整版本: Titlebook: Backward Stochastic Differential Equations; From Linear to Fully Jianfeng Zhang Textbook 2017 Springer Science+Business Media LLC 2017 Stoc