forward equation

用法例句

using relevant linear forward-backward stochastic differential equations, it obtains a calculating formula of the retained proportion or retention for the reinsurance.

本文研究了投资影响下的再保险策略,利用有关的线性正倒向随机微分方程,获得投资影响下再保险的自留比例或自留额的计算式子。

Starting from systematic view,the paper integrates compensations that insuers will be up against with its return on investment and establishes linear forward-backward stochastic differential equations for proportional and excess-of-loss reinsurance premiums.

从系统的观点出发,把保险公司的赔付情况与投资收益相结合,对比例再保险和超额损失再保险,建立了在投资背景下它们应满足的线性正倒向随机微分方程。

The well-posedness of time-delayed forward-backward stochastic differential equations is studied.

研究了带时滞正倒向随机微分方程的适定性问题。

In this paper, we investigate the nature of the adapted solution to a class of forward-backward stochastic differential equations (short for FBSDE) without the non-degenerate condition for the forward equation.

研究了一类正倒向随机微分方程的适应解 ,其中正向方程不需要满足非退化条件 。

The existence and uniqueness for the solution of forward-backward doubly stochastic differential equations were obtained under local Lipschitz condition,where the time duration could be arbitrarily given.

在局部Lipschitz条件下,得到了任意给定时间区间上,正倒向重随机微分方程解的存在惟一性结果。

A general type of forward-backward doubly stochastic differential equations(FBDSDEs in short) was studied, which extends many important equations well studied before, including stochastic Hamiltonian systems.

研究了一类正倒向重随机微分方程,其涵盖了以前的包括随机Hamilton系统的很多情况。

The Adaptive Solutions of FBSDE and Their Application to Stochastic Differential Utility;

正倒向随机微分方程解的性质及其在随机微分效用上的应用

A comparison theorem is proved for the solutions of a backward-forward differential equations.

证明了一类正倒向随机微分方程解的比较定理。

Semi-parametric Inference for a Class of Model Generated from FBSDE

关于一类由正倒向随机微分方程衍生的模型的半参数统计推断

Numerical Solutions for FBSDEs and Their Applications in Finance

正倒向随机微分方程的数值解及其在金融中的应用

Some Issues about the (Forward) Backward Stachastic Differicial Equation;

关于（正）倒向随机微分方程解的若干问题的研究

A Density Result of Backward Stochastic Differential Equation;

倒向随机微分方程的一个稠密性结果

The Discrete Backward Stochastic Differential Equations with Improved Euler Method;

离散倒向随机微分方程的改进Euler算法

The Properties for Solutions of the Infinite Horizon Backward Doubly Stochastic Differential Equations

无穷水平倒向随机微分方程解的性质

A converse comparison theorem for some backward stochastic differential equations

一类倒向随机微分方程的逆比较定理

Partial Differential Equations and Stochastic Optimal Control Problems of Forward-Backward Systems

正倒向系统相关的偏微分方程与随机最优控制问题

Backward Stochastic Differential Equation and Malliavin Derivative Applied in Finance

倒向随机微分方程和Malliavin微分在金融中的应用

Some Numerical Methods of Backward Stochastic Differential Equations and Their Financial Applications;

倒向随机微分方程的数值方法及其金融应用

Numerical Methods and Their Error Estimates for Backward Stochastic Differential Equations

倒向随机微分方程的数值方法及其误差估计

Application of Backward Stochastic Differential Equations in the Pricing of Traditional Life Insurance

倒向随机微分方程在传统寿险定价方面的应用

Comparison theorem for second part of solutions to BSDEs

倒向随机微分方程第二部分解的比较定理

The Application of Backward Stochastic Differential Equations to European Option

倒向随机微分方程在欧式期权中的应用

Properties of the Solution of Backward Stochastic Differential Equation and Applications in Finance;

倒向随机微分方程解的性质和在金融上的应用

Some Problems of Backward Stochastic Differential Equations Driven by Continuous Martingales;

由连续鞅驱动的倒向随机微分方程的若干问题