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。
2
Given the stability, error estimate and numerical experiments for the nonlinear equation of second order backward difference(4)Given the weighted of second order convolution quadrature.
给出非线性方程的二阶向后差分格式稳定性、误差估计。 （4）给出二阶卷积积分的权重。
3
The pricing formula of European foreign stock contingent claim are obtained by backward stochastic different equation and martingale method.