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Applications of Backward Stochastic Differential Equation and Nonlinear Expectations: Risk Measure, Option Pricing and Estimation of Evaluation Mechanism

论文标题:倒向随机微分方程和非线性期望在金融中的应用:风险度量,定价机制的估计以及期权定价

Combining forward and backward stochastic differential equations and filtering techniques, the Nash equilibrium point of a type of partially observed LQ nonzero sum stochastic differential game problem is obtained.

摘要结合正倒向随机微分方程理论和滤波技术,给出了一类部分可观测信息下线性二次非零和随机微分对策问题的纳什均衡点。

In this thesis,we mainly study the following three type of equations under certain non-Lipschitz conditions: stochastic Volterra type integral equation,backward stochastic Volterra type integral equation(including two cases:with jump and in infinite dimensional space),multivalued stochastic evolution equation.

本文将在某些给定的非Lipschitz条件下,依次讨论随机Volterra型积分方程,倒向随机Volterra型积分方程(包括带跳情况和无穷维情况),多值随机发展方程。

It will be interesting to see which side they eventually take in the struggle against Voldemort .

在与伏地魔的斗争中他们最终会倒向哪一边是很有意思的。

The general theory of backward stochastic differential equations has been de-veloped only recently, beginning in the early 1990s.

倒向随机微分方程的一般理论只是最近才发展起来的,它始于上个世纪九十年代初。

This causes the Earth to wobble like a spinning top about to slow down and fall onto its side.

这导致地球像一个要慢下来的旋转着的陀螺,倒向了一边。

From this stump we may guess the sharpness of his axe, and from the slope of the stroke, on which side he stood, and whether he cut down the tree without going round it or changing hands; and , from the flexure of the splinters, we may know which way it fell. This one chip contains inscribed on it the whole history of the woodchopper and of the world.

通过这木垛,我们能猜测他的斧头有多锋利,从劈柴的角度我们可以看出他站在什么角度、在砍树时是否围着树转、斧头是否换过手;从木头的纹理看,可以知道树倒向了何方——仅仅是一片小木头也记录了这樵夫的历史。

After he betrayed Heihachi and sided with Kazuya at The King of Iron Fist Tournament 2, Lee was expelled from the Mishima Zaibatsu.

在铁二大会中背叛平八而倒向一八之后,李超狼被驱逐出三岛财阀。

Under the conclusion of this, we prove the exponential asymptotical stability of the solution.

本文主要研究了一类无穷区间正倒向随机微分方程,利用连续性方法证明了此类方程在M~(2,k)(0,∞;R~n)空间中解的存在唯一性,并指出了k的范围,通过所得到的结论,进一步证明了FBSDE解的指数渐进稳定性。

A skinny girl with maITd hair on one side of IT head and no doup smiled behind at me.

镜中的女宝宝瘦瘦的,乱乱的头发倒向头的一侧,么有任何化妆,她微笑地望着我。

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He is the most remarkable man that I have ever known.

他是我知道的人中最值得注意的人。

Increased appearance of lymphocele was noticed in patients with diabetic nephropathy, congenital malformations of the urinary tract, and inflammatory diseases, including glomerulopathy and extraglomerular ones, after high-voltage radiotherapy and after removal of the renal graft.

经过高压放射疗法和切除移植肾后,在糖尿病肾病患者、泌尿系统先天性畸形患者和炎症患者身上发现淋巴囊肿有所增加,包括肾小球病和球外疾病等。

Pagans and partygoers greeted the summer solstice at the ancient stone circle of Stonehenge.

异教徒和社交聚会常客在史前巨石柱的古老的石圈附近庆祝夏至。