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Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian m
  • ISSN号：0304-4149
  • 期刊名称：Stochastic Processes and their Applications
  • 时间：2014.11.11
  • 页码：1170-1195
  • 相关项目：金融数学-金融风险控制中的G-风险度量、倒向随机分析与计算
作者： Mingshang Hu, Shaolin Ji, Shige Peng|Yongsheng Song|
同期刊论文项目
金融数学-金融风险控制中的G-风险度量、倒向随机分析与计算
期刊论文 260 会议论文 4 获奖 5
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