Tham khảo tài liệu 'differential equations and their applications part 15', kỹ thuật - công nghệ, cơ khí - chế tạo máy phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | 270 Index N stock 7 nodal set 53 sub differential 174 nodal solution 90 nonsolvable 10 139 T target 52 o Theorem option 7 comparison 22 214 call 7 martingale representation 2 optimal control 53 optimal control problem 3 52 u optimality system 4 utility ordinally equivalent 6 current 5 process 5 p recursive 5 parabolicity 104 degenerate 104 V super 104 value portfolio 7 function 58 price lower 233 exercise 7 upper 233 fair 8 viscosity problem solution 66 optimal control 3 52 subsolution 66 Skorohod 169 supersolution 66 volatility 7 208 R rate w appreciation 7 208 weight vector 6 interest 7 recursive utlity 5 Y reflected Yosida approximation 174 BSDE 171 FBSDE 181 FSDE 169 risk -neutral 227 premium 8 227 s semi-concave 61 solution adapted 10 25 138 approximate 54 nodal 90 viscosity 66 sub- 66 super- 66 solvable 10 139 approximately .
