Empirical Regression Method for Backward Doubly Stochastic Differential Equations (Q5741183)

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scientific article; zbMATH DE number 6605405
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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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