Backward doubly stochastic differential equations and stochastic differential games

来源 :The Third IMS-China International Conference on Statistics a | 被引量 : 0次 | 上传用户:ltzmh
下载到本地 , 更方便阅读
声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架
论文部分内容阅读
  In this talk, we will show a Girsanov theorem for doubly stochastic differential equations and the concept of weak solutions for a certain type of backward doubly stochastic differential equations.Finally we will apply the theory of backward doubly stochastic differential equations to a kind of zero-sum doubly stochastic differential games, which may formulate a type of games under information asymmetry.
其他文献
  We introduce G-Levy processews which develop the theory of processes with independent and stationary increments under the framework of sublinear expectation
会议
  Penalized regression methods are becoming an important tool in genome-wide association studies (GWAS) for identifying genetic markers associated with diseas
会议
  Advances in human genetics have led to epidemiologic investigations not only of the effects of genes alone, but also of gene-environment (G-E) interactions.
会议
  In this work we investigate regularity properties of a large class of HamiltonJacobi-Bellman (HJB) equations with or without obstacles, which can be stochas
会议
问:军队退休干部退役医疗保险的个人账户资金与军队退休干部在军队医院就医的医疗卡个人账户资金是否是同一资金?答:不是同一资金。军队退休干部退役医疗保险的个人账户资金,
  A brief review of our numerical schemes for solving backward stochastic differential equations (BSDEs) and decoupled forward-backward stochastic differentia
会议
YAMAHA 02R数字调音台是一款功能强大的数字调音台,使用方便,操作直观,深受专业人士的好评,由于台子本身有21个100mm电动推子,具备自动缩混和场景记忆功能,是专业录音棚常见
许多伟人都出自穷乡僻壤。当今世界摇滚歌坛的天王巨星迈克·杰克逊也是如此。他的老家美国印弟安纳州多年来财政吃紧,其出生地盖瑞市更是一片萧条,1993年以后甚至博得全美
六、色度信号解调电路的调试色度信号解调电路包括色度放大器、梳状滤波器和同步检波器等电路,由于色差信号放大器和G-Y矩阵与同步检波电路紧密相连,其调试也在一起进行.调
  An intrinsic multitype branching structure within the transient (1;R)-RWRE is revealed.The branching structure enables us to specify the density of the abso
会议