A Backward Stochastic Differential Equations Based on Infinite Horizon and Its Application

A Backward Stochastic Differential Equations Based on Infinite Horizon and Its Application

Lin Xiangyun,Wang Xiangrong, Zhang Rui

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PDF(241 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2008, Vol. 24 ›› Issue (4) : 345-353.

A Backward Stochastic Differential Equations Based on Infinite Horizon and Its Application

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