In this note, we give the detail proofs of time-homogeneity of the solution of backward stochastic differential equation (BSDE in short) and their explanations in financial market.

 
  • 摘要本注记在一定条件下证明了倒向随机微分方程(简记为BSDE)的解满足时齐性,并给出其在金融市场中的解释。
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