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目录 11 Part 1 Stochastic DifferentialEquations 13 Existence and Uniqueness of the Solu-tionsof Stochastic Differential Equations Rangquan Wua Xuerong Maob 14 Stochastic Differential Delay Equations and Their ApplicationsXuerong Mao 25 Tanaka Formula for a Gaussian ProcessYunsheng Lu Litan Yan 46 A New Proof for Comparison Theorems for Stochastic Differential Inequalities with Respect to Semimartingales∗Xiaodong Ding Rangquan Wu 60 The Solutions of Linear Fuzzy Stochastic Differential Systems∗Yuhu Feng 77 Monotone Iterative Technique for Duffie Epstein TypeBackward Stochastic Differential EquationsXiaojun Sun Yue Wu 91 Part 2 Stochastic Analysis in Finance 97 Risk Measures and g-expectationsZengjing Chen Kun He 98 Choquet Expectation and Peng’s g-Expectation∗Zengjing Chena Tao Chenb, Matt Davisonb 108 Discrete TimeMean-variance Analysis with Singular Second Moment Matrixes and an Exogenous LiabilityWencai Chena Zhongxing Yeb 127 Portfolio Generating Functions in a Mar-ketModel With Discontinuous PriceJun Yea Yunhao Chu 140 Optimal Consumption and Portfolio Choice with Ambiguity and Anticipation∗Weiyin Fei 155 Mean-variance Portfolio Selections in Continuous-timeModel: The Backward S

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CNKI

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EN