Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion
Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion
复制标题
G-布朗运动驱动的倒向随机微分方程的比较定理、Feynman-Kac公式和Girsanov变换
DOI:
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发表时间:
2014
影响因子:
1.4
通讯作者:
Yongsheng Song
中科院分区:
文献类型:
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作者:
Mingshang Hu;Shaolin Ji;Shige Peng;Yongsheng Song