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高维正倒向随机微分方程可解性问题及其在金融保险中的应用

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Affiliation of Participant(s):经济学院

Leading Scientist:zhangdetao

Supported by:国家自然基金委

Nature of Project:纵向

Project level:National

Project Participants:zhangdetao,3484130000

Project Number:kyxm-56641

Date of Project Approval:2014-08-15

Scheduled completion time:2017-12-31

Date of Project Completion:2017-12-31

Date of Project Initiation:2015-01-01

Project Approval Number:11401345

Pre One:部分信息下带马尔科夫链的正倒向随机系统最优控制理论及其应用