Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206)
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scientific article
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| English | Euler time discretization of backward doubly SDEs and application to semilinear SPDEs |
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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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0.8228299021720886
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0.7913987636566162
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0.7913022637367249
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0.7839753031730652
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