3gGICVPSm72TnA4HCGlIBbEzKOFQPyE9c5rUQyyoq42Vb6QjM9yLuLfTuEUl
Current position: Home >> Scientific Research >> Paper Publications

BSDES DRIVEN BY G-BROWNIAN MOTION UNDER DEGENERATE CASE AND ITS APPLICATION TO THE REGULARITY OF FULLY NONLINEAR PDES

Hits:

Institution:中泰证券金融研究院

Title of Paper:BSDES DRIVEN BY G-BROWNIAN MOTION UNDER DEGENERATE CASE AND ITS APPLICATION TO THE REGULARITY OF FULLY NONLINEAR PDES

Journal:Transactions of the American Mathematical Society

First Author:胡明尚

Document Code:1777985765134065665

Number of Words:36

Translation or Not:No

Date of Publication:2024-02

Release Time:2024-10-09

Prev One:A NOVEL CONTROL METHOD FOR SOLVING HIGH-DIMENSIONAL HAMILTONIAN SYSTEMS THROUGH DEEP NEURAL NETWORKS

Next One:Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method