A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.3934/dcdsb.2015.20.1297
+Normal rank
@@ Property / OpenAlex ID @@
+W2527295977
@@ Property / OpenAlex ID: W2527295977 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4357509
@@ Property / cites work: Q4357509 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak solutions for SPDE's and backward doubly stochastic differential equations
+Normal rank
@@ Property / cites work @@
+NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS
+Normal rank
@@ Property / cites work @@
+Approximation of some stochastic differential equations by the splitting up method
+Normal rank
@@ Property / cites work @@
+Approximations to the solution of the zakai equation using multiple wiener and stratonovich integral expansions
+Normal rank
@@ Property / cites work @@
+Q4356591
@@ Property / cites work: Q4356591 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of numerical schemes for the solution of parabolic stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Discretization and Simulation of the Zakai Equation
+Normal rank
@@ Property / cites work @@
+Time-discretised Galerkin approximations of parabolic stochastic PDE's
+Normal rank
@@ Property / cites work @@
+Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
+Normal rank
@@ Property / cites work @@
+On the splitting-up method and stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
+Normal rank
@@ Property / cites work @@
+Maximum Principle for Backward Doubly Stochastic Control Systems with Applications
+Normal rank
@@ Property / cites work @@
+An approximation for the Zakai equation
@@ Property / cites work: An approximation for the Zakai equation / rank @@
+Normal rank
@@ Property / cites work @@
+On a class of backward doubly stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate solvability of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Numerical method for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+On Numerical Approximations of Forward-Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+A two-sided stochastic integral and its calculus
@@ Property / cites work: A two-sided stochastic integral and its calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
+Normal rank
@@ Property / cites work @@
+Q4938228
@@ Property / cites work: Q4938228 / rank @@
+Normal rank
@@ Property / cites work @@
+The Euler scheme for Lévy driven stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q2978454
@@ Property / cites work: Q2978454 / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal filtering of diffusion processes
@@ Property / cites work: On the optimal filtering of diffusion processes / rank @@
+Normal rank
@@ Property / cites work @@
+A numerical scheme for BSDEs
@@ Property / cites work: A numerical scheme for BSDEs / rank @@
+Normal rank
@@ Property / cites work @@
+A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Error estimates of the \(\theta\)-scheme for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations
+Normal rank