NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS (Q5412290)
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scientific article; zbMATH DE number 6288845
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| English | NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS |
scientific article; zbMATH DE number 6288845 |
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NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS (English)
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25 April 2014
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conditional expectation
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forward backward doubly stochastic differential equations
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stochastic partial differential equations
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Zakai equations
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algorithms
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convergence
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error analysis
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numerical experiments
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0.92756975
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0.9148015
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0.91270554
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0.90943295
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0.9062237
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0.9028965
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