搜索结果: 1-2 共查到“应用数学 random time”相关记录2条 . 查询时间(0.093 秒)
Reflected generalized BSDEs with random time and applications
BSDEs random time applications
2010/11/19
In this paper, we aim to study solutions of reflected generalized BSDEs, involving the integral with respect to a continuous process, which is the local time of the diffusion on the boundary. We consi...
Y, where X and Y are non-negative random variables. We establish a number of stochastic comparison properties for XY under various assumptions of X and Y. Under the assump.