A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815)
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scientific article; zbMATH DE number 6553090
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A first order semi-discrete algorithm for backward doubly stochastic differential equations |
scientific article; zbMATH DE number 6553090 |
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A first order semi-discrete algorithm for backward doubly stochastic differential equations (English)
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10 March 2016
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SPDEs
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Zakai equation
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backward SDEs
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conditional expectation
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