论文标题
一类非线性向后随机微分方程及其节点集的明确解决方案
Explicit solutions for a class of nonlinear backward stochastic differential equations and their nodal sets
论文作者
论文摘要
在本文中，我们研究了由金融经济学引起的一类非线性向后随机微分方程（BSDE），并提供有关相关解决方案节点集的具体信息。作为应用程序，我们能够获取一类有趣的非线性BSDE的明确解决方案，包括源自资产定价歧义的建模而引起的k-ignorance BSDE。
In this paper, we investigate a class of nonlinear backward stochastic differential equations (BSDEs) arising from financial economics, and give specific information about the nodal sets of the related solutions. As applications, we are able to obtain the explicit solutions to an interesting class of nonlinear BSDEs including the k-ignorance BSDE arising from the modeling of ambiguity of asset pricing.
