Pages that link to "Item:Q338206"

The following pages link to Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206):

Displaying 10 items.

• Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
• Stochastic partial differential equations with singular terminal condition (Q511132) (← links)
• An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322) (← links)
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain (Q2402424) (← links)
• Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
• A Backward Doubly Stochastic Differential Equation Approach for Nonlinear Filtering Problems (Q5159762) (← links)
• L2-regularity result for solutions of backward doubly stochastic differential equations (Q5222191) (← links)
• A First Order Scheme for Backward Doubly Stochastic Differential Equations (Q5741185) (← links)
• Splitting scheme for backward doubly stochastic differential equations (Q6052450) (← links)
• Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures (Q6150634) (← links)