A first order semi-discrete algorithm for backward doubly stochastic differential equations
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Publication:256815
DOI10.3934/dcdsb.2015.20.1297zbMath1382.60091OpenAlexW2527295977MaRDI QIDQ256815
Weidong Zhao, Feng Bao, Yanzhao Cao
Publication date: 10 March 2016
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2015.20.1297
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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