Pages that link to "Item:Q2175322"
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The following pages link to An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322):
Displayed 3 items.
- Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps (Q2660765) (← links)
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information (Q2661840) (← links)
- On stochastic elliptic equations driven by Wiener process with non-local condition (Q6066312) (← links)