Pages that link to "Item:Q2175322"
From MaRDI portal
The following pages link to An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322):
Displaying 6 items.
- Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
- Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
- NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS (Q5412290) (← links)
- On stochastic elliptic equations driven by Wiener process with non-local condition (Q6066312) (← links)
- A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs (Q6585377) (← links)
