Institution:中泰证券金融研究院
Title of Paper:Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs
Journal:STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
Key Words:Backward doubly stochastic differential equations;functional It？ calculus;nonlinear stochastic Feynman-Kac formula;path-dependence
First Author:石玉峰
Document Code:1539149551006441473
Number of Words:100
Translation or Not:No
Date of Publication:2022-06
Release Time:2023-02-15
Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
Gender : Male
Alma Mater : 山东大学
Education Level : With Certificate of Graduation for Doctorate Study
Degree : Doctor
Status : Employed
School/Department : 中泰证券金融研究院
Date of Employment : 1998-07-01
Faculty/School : Zhongtai Securities Institute for Financial Studies
Business Address : 济南市山大南路20号山东大学知新楼B1116
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