The authors prove the gradient convergence of the deep learning-based nu-merical method for high dimensional parabolic p......

利用一类系数不满足Lipschitz条件的倒向随机微分方程,推广了由Duffie和Epstein提出的随机微分效用概念。......

The comparison theorems of solutions for BSDEs in fully coupled forward-backward stochastic differential equations (FBSD......

证明了无穷水平上BSDEs的系数唯一性定理,并利用此定理将平方可积随机变量的g-期望扩张到可积随机变量的g-期望.......