Feynman-Kac Formula - Globe Thesis

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1.	Some Properties In The Pricing Of The Options
2.	Nonlinear Feynman-Kac Formula And Their Applications
3.	Wiener Measure For Nilpotent Matrix Groups
4.	Precise Moment Asymptotics For A Class Of Stochastic Parabolic Anderson Model
5.	Precise Almost Sure Asymptotics For Two Classes Of Continuous Parabolic Anderson Models
6.	Backward Stochastic Differential Equations Under Nonlinear Expectations
7.	Existence For Mild Solution Of Stochastic Parabolic Anderson Model In Random Potential
8.	High-order One-step Schemes For Solving Decoupled Forward Backward Stochastic Differential Equations
9.	The Feynman-Kac Formula Of The Differential Equation Driven By A Time-changed Lévy Noise
10.	Some topics on the fractional Brownian motion and stochastic partial differential equations
11.	A systematic approach to the development of fast path integral techniques
12.	Backward Stochastic Differential Equations Driven By G-brownian Motion And Related Problems
13.	Deep Learning Method-based Numerical Algorithm For Solving High-dimensional PDEs
14.	Backwark Stochastic Differential Equations Generated By Fractional Space-Time Noise And Partially Observed Mean-Field Control Problem
15.	Noncompact Difference Schemes Based On Expectations And Its Application In Option Pricing
16.	Partial Differential Equation Solving Based On Deep Neural Network
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