Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / zbMATH DE Number: 6647750 / rank | |||
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backward doubly stochastic differential equations | |||
| Property / zbMATH Keywords: backward doubly stochastic differential equations / rank | |||
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stochastic PDEs | |||
| Property / zbMATH Keywords: stochastic PDEs / rank | |||
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forward-backward system | |||
| Property / zbMATH Keywords: forward-backward system / rank | |||
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Euler scheme | |||
| Property / zbMATH Keywords: Euler scheme / rank | |||
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Monte Carlo method | |||
| Property / zbMATH Keywords: Monte Carlo method / rank | |||
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Malliavin calculus | |||
| Property / zbMATH Keywords: Malliavin calculus / rank | |||
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Revision as of 06:35, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler time discretization of backward doubly SDEs and application to semilinear SPDEs |
scientific article |
Statements
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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