With the past decades development, BSDE has been penetrated in PDE, Financial Mathematics, Stochastic Control and Differential Geometry.The study above is only qualitative of the theory of BSDE.
英
美
- 經(jīng)過(guò)近十幾年的發(fā)展,BSDE滲透于偏微分方程(PDE)、金融數學(xué)、隨機控制、微分幾何等領(lǐng)域,成為一門(mén)具有強大發(fā)展潛力的數學(xué)工具。