他日关税重重 发表于 2025-3-23 12:22:05

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Arthropathy 发表于 2025-3-23 14:50:35

Stochastic Differential EquationsIn this chapter we establish the well-posedness and a priori estimates for SDEs. Weak solutions of SDEs will also be studied briefly.

远足 发表于 2025-3-23 20:18:12

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FILTH 发表于 2025-3-23 22:50:43

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depreciate 发表于 2025-3-24 05:53:39

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Nefarious 发表于 2025-3-24 10:18:32

BSDEs with Quadratic Growth in ,In this chapter we establish the well-posedness of (one-dimensional) BSDEs whose generator has quadratic growth in its Z-component. Such BSDEs appear naturally in optimization problems with exponential utilities, and the main tool is the so-called BMO martingale.

其他 发表于 2025-3-24 12:24:43

Forward-Backward SDEsIn 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.

BOLT 发表于 2025-3-24 15:30:22

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coagulate 发表于 2025-3-24 22:58:45

Space Technology Export ControlsIn this chapter we present some basic materials crucial for the theory. While we will try our best to make the presentation self-contained, due to the limit of the pages we will have to borrow some results from the standard literature of stochastic calculus, e.g., Karatzas & Shreve [.] and Revuz & Y

爱哭 发表于 2025-3-25 00:07:57

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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