Empirical Regression Method for Backward Doubly Stochastic Differential Equations (Q5741183): Difference between revisions

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-Anis Matoussi
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@@ Property / author: Anis Matoussi / rank @@
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+A numerical scheme for backward doubly stochastic differential equations
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+Weak solutions for SPDE's and backward doubly stochastic differential equations
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+Q4247243
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+Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
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+Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+Finite element methods for parabolic stochastic PDE's
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+https://doi.org/10.1137/15m1022094
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+W4296763158
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+Publication:5741183