Probabilistic representation for solution of some coupled system of quasilinear

Name: Probabilistic representation for solution of some coupled system of quasilinear
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上传者：simonxzq 2020-07-18 01:17:52上传 PDF文件 130.7KB 热度 48次

一类耦合的拟线性抛物型PDE系统解的概率解释，许晓明，，本文通过引入一类新型的倒向随机微分方程——带随机违约时间的BSDE,得到了如下耦合的拟线性抛物型PDE系统解的概率解释：egin{equation*}

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