Affiliation of Author(s): : 数学学院
Title of Paper: : Infinite horizon jump-diffusion forward-backward stochastic differential equations and their application to backward linear-quadratic problems
Journal: : ESAIM-Control Optimisation and Calculus of Variations
First Author: : Zhiyong Yu
Indexed by: : Unit Twenty Basic Research
Document Code: : E7EA045AF3304E10909A4056764887FB
Volume: : 23
Issue: : 4
Page Number: : 1331-1359
Translation or Not: : no
Date of Publication: : 2017-10-01
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 : Doctoral Degree in Science
Status : Employed
School/Department : 数学学院
Date of Employment : 2002-07-16
Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics
The Last Update Time : ..
