Numerical computation for backward doubly SDEs with random terminal time (Q308407): Difference between revisions

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Latest revision as of 12:31, 12 July 2024

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Numerical computation for backward doubly SDEs with random terminal time
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    Numerical computation for backward doubly SDEs with random terminal time (English)
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    6 September 2016
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    backward doubly stochastic differential equations
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    stochastic partial differential equations
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    Euler scheme
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    Monte Carlo method
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    exit time
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    stochastic flow
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    Dirichlet condition
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