搜索结果: 1-1 共查到“理论统计学 stochastic differential equation”相关记录1条 . 查询时间(0.069 秒)
On Approximation of the Backward Stochastic Differential Equation
Backward SDE approximation of the solution small noise asymptotics
2013/6/14
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffusion process depends ...