Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206): Difference between revisions

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Latest revision as of 20:44, 12 July 2024

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Euler time discretization of backward doubly SDEs and application to semilinear SPDEs
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    Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (English)
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    4 November 2016
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    backward doubly stochastic differential equations
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    stochastic PDEs
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    forward-backward system
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    Euler scheme
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    Monte Carlo method
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    Malliavin calculus
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