CSpace

浏览/检索结果: 共1条,第1-1条 帮助

已选(0)清除 条数/页:   排序方式:
Reflected BSDEs with random default time and related mixed optimal stopping-control problems 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2013, 卷号: 29, 期号: 1, 页码: 165-178
作者:  Guo Dongmei;  Xu Xiaoming
收藏  |  浏览/下载:101/0  |  提交时间:2021/01/14
STOCHASTIC DIFFERENTIAL-EQUATIONS  RISK  backward stochastic differential equation  random default time  mixed optimal stopping-control problem