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CNKI学位论文(6)
知网期刊论文(3)
在“
Elsevier电子期刊
”中,
命中:
2
条,耗时:0.0169859 秒
在所有数据库中总计命中:
9
条
1.
Convergence of BSEs driven by random walks to BSDEs: The case of (in)finite activity jumps with general driver
作者:
Dilip Madan
a
;
dbm@rhsmith.umd.edu" class="auth_mail" title="E-mail the corresponding author
;
Martijn Pistorius
b
;
m.pistorius@imperial.ac.uk" class="auth_mail" title="E-mail the corresponding author
;
Mitja Stadje
c
;
mitja.stadje@uni-ulm.de" class="auth_mail" title="E-mail the corresponding author
关键词:
60H10
;
60Fxx
刊名:Stochastic Processes and their Applications
出版年:2016
2.
On the robustness of backward stochastic differential equations
作者:
Briand
;
Philippe
;
Delyon
;
Bernard
;
Mé
;
min
;
Jean
关键词:
60H10
;
60Fxx
;
Backward stochastic differential equation (BSDE)
;
Stability of BSDEs
;
Weak convergence of filtrations
;
Discretization
刊名:Stochastic Processes and their Applications
出版年:2002
1
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