We use the dynamic programming principle method to obtain the Hamilton-Jacobi-Bellman(HJB)equation for the value functio......

　　We investigate the strong convergence order of piecewise linear finite element methods for a class of one-dimensiona......

In this paper,we study a new class of equations called mean-field backward stochastic differential equations(BSDEs,for s......

本文主要研究在参数θ>0和Hurst指数H∈(1/2,1)的情形下第二类分数布朗桥的最小二乘估计.使用Malliavin分析方法获得了估计量的一......