Malliavin相关论文
研究了Hirst参数H〉1/2分数Brown运动驱动的随机延迟微分方程（SDDE）．随机积分如Duncan et al．所定义的Wick-Ito型随机积分，在系数具有充......
对倒向随机微分方程（简记BSDE）的解（y，z），利用Malliavin微分的方法进行了研究，给出了某些关于比较z的方法，在此基础上继续研究（y，z）的某些重要......
In this paper, we use a white noise approach to Malliavin calculus to prove the generalization of the Clark-Ocone formul......
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differe
This paper considers a mean-field type stochastic control problem where the dynamics is governed by a forward and backwa......
We develop two new pricing formulae for European options. The purpose of these formulae is to better understand the impa......
In this article,we consider the Parabolic Anderson Model with constant initial condition,driven by a space-time homogene......
In this article, we investigate the density of the solution to a class of stochastic functional differential equations b......
