A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6553090 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
SPDEs | |||
| Property / zbMATH Keywords: SPDEs / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Zakai equation | |||
| Property / zbMATH Keywords: Zakai equation / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
backward SDEs | |||
| Property / zbMATH Keywords: backward SDEs / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
conditional expectation | |||
| Property / zbMATH Keywords: conditional expectation / rank | |||
Normal rank | |||
Revision as of 12:31, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A first order semi-discrete algorithm for backward doubly stochastic differential equations |
scientific article |
Statements
A first order semi-discrete algorithm for backward doubly stochastic differential equations (English)
0 references
10 March 2016
0 references
SPDEs
0 references
Zakai equation
0 references
backward SDEs
0 references
conditional expectation
0 references
