Empirical regression method for backward doubly stochastic differential equations (Q5741183)
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scientific article; zbMATH DE number 6605405
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| English | Empirical regression method for backward doubly stochastic differential equations |
scientific article; zbMATH DE number 6605405 |
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Empirical Regression Method 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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empirical regression scheme
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stochastic partial differential equations
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discrete dynamic programming equations
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0.8242461085319519
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0.8205763697624207
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0.8186085820198059
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0.8130412101745605
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0.7965152859687805
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