L2-regularity result for solutions of backward doubly stochastic differential equations (Q5222191)
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scientific article; zbMATH DE number 7184338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | L2-regularity result for solutions of backward doubly stochastic differential equations |
scientific article; zbMATH DE number 7184338 |
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L2-regularity result for solutions of backward doubly stochastic differential equations (English)
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1 April 2020
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forward backward doubly stochastic differential equations
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\( L^2\)-regularity
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Malliavin calculus
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numerical scheme
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rate of convergence
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