Institution: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
Document Code:E7EA045AF3304E10909A4056764887FB
Volume:23
Issue:4
Page Number:1331-1359
Translation or Not:No
Date of Publication:2017-10
Release Time:2017-04-13
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
Faculty/School : School of Mathematics
Discipline:Probability and Mathematical Statistics
Financial Mathematics and Financial Engineering
Statistics
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