A First Order Scheme for Backward Doubly Stochastic Differential Equations (Q5741185)
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scientific article; zbMATH DE number 6605407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A First Order Scheme for Backward Doubly Stochastic Differential Equations |
scientific article; zbMATH DE number 6605407 |
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A First Order Scheme for Backward Doubly Stochastic Differential Equations (English)
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22 July 2016
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backward doubly stochastic differential equations
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first order scheme
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nonlinear filter
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Itō-Taylor expansion
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