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

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-Mohammed Mnif
@@ Property / author: Mohammed Mnif / rank @@
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+Mohammed Mnif
@@ Property / author: Mohammed Mnif / rank @@
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@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
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+6647750
@@ Property / zbMATH DE Number: 6647750 / rank @@
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+backward doubly stochastic differential equations
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@@ Property / zbMATH Keywords @@
+stochastic PDEs
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@@ Property / zbMATH Keywords @@
+forward-backward system
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+Euler scheme
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+A numerical scheme for backward doubly stochastic differential equations
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+On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights
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+Weak solutions for SPDE's and backward doubly stochastic differential equations
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+Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
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+Discrete-time approximation of decoupled Forward-Backward SDE with jumps
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+Particle approximations for a class of stochastic partial differential equations
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+Backward Stochastic Differential Equations in Finance
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+A regression-based Monte Carlo method to solve backward stochastic differential equations
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+Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
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+A numerical scheme for BSDEs
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+Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space
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+Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
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+Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
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+Taylor expansions of solutions of stochastic partial differential equations with additive noise
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+Generalized solutions of a stochastic partial differential equation
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+Nonlinear Filtering Revisited: A Spectral Approach
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+Solving parabolic stochastic partial differential equations via averaging over characteristics
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+Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
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+The Malliavin Calculus and Related Topics
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+Stochastic calculus with anticipating integrands
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+Stochastic partial differential equations and filtering of diffusion processes
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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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+Publication:338206