the dynamic asset share pricing theoretical models are set up according to modern finance theory using backward stochastic differential equation theory.
运用倒向随机微分方程数学方法，建立了动态资产份额定价理论模型。
moreover, the stochastic differential equation of seepage boundary is proposed and the mechanism of seepage evolution is analyzed.
建立了渗流边界的随机微分方程，揭示了渗流边界形貌的演化机理。
at first, the linear forward-backward stochastic differential equation for insurance pricing is established.
首先，建立了保险定价问题的线性正倒向随机微分方程数学模型；
therefore, the research on backward stochastic differential equation is of considerable theoretical significance and practical value.
因此，研究倒向随机微分方程具有重要的理论意义和应用价值。
the theory of stochastic differential equation (sde) was widely applied in the fields of economy, biology, physics and automatization.
利用倒向随机微分方程和鞅方法 ，得到欧式未定权益的一般定价公式。
in this paper we discuss how to use backward stochastic differential equation (bsde)to compute one kind of the minimum expectation .
本文讨论了如何用倒向随机微分方程（bsde）来计算一类最小数学期望；
in the financial market under the rate with mean reverting processes, the stochastic differential equation about fortune processes is obtained;
在利率均值回复金融市场中，给出了财富贴现过程的随机微分方程；
the stochastic differential equation is used to replace the ordinary differential equation to describe the process of the flow concentration more reasonable.
为了更合理的描述汇流过程，建模时应用随机微分方程替代确定性常微分方程。
a is studied. we derive solution of the stochastic differential equation of the system, and study on dynamical properties of the chemical reacting system for the steady state.
得出了该系统的随机动力学方程的含时解，并研究了该化学反应体系在定态下的宏观统计性质。
this paper discusses and introduces several kinds of commonly used model of stochastic differential equation and the method of solution in the groundwater movement.
该文探讨和介绍了地下水运动中几类常用的随机微分方程模型与求解方法。
basing on analysis of tcp flow control stochastic differential equation model, this paper presents a new method to analysis queue fluctuation.
本文在分析tcp流量控制微分方程模型的基础上，提出一种新的队列波动分析方法。
we show that the positive solution of the associated stochastic differential equation does not explode to infinity in a finite time.
本文给出了随机微分方程存在唯一正解，且解在有限时间内不爆破。
it mainly carries on the continuous process stochastic differential equation discretization of the research.
技术上的思想主要是将连续过程的随机微分方程离散化来进行研究。
it is a long time for the research about stochastic differential equation theory and there were lots of useful results.
关于随机微分方程理论的研究已经有很长的历史，迄今得到了大量有用的结果。
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.
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。