With the theory of stochastic differential equation, the authors discuss a problem of a class of risk investment portfolio with stochastic character.
利用随机微分方程理论，对一类具有随机特征的风险投资组合问题进行深入研究。
2
The backward stochastic differential equations (BSDEs) can describe a class of investment decision-making process problems, which leads its numerical method to be focused.
倒向随机微分方程从数学上描述了一 类投资决策过程，这使得它的数值解计算成为大家关注的焦点之一。
3
The research work and the results are as follows:First, the R&D investment is considered in the two-player advertising differential games.