A First Order Scheme for Backward Doubly Stochastic Differential Equations (Q5741185)
From MaRDI portal
scientific article; zbMATH DE number 6605407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A First Order Scheme for Backward Doubly Stochastic Differential Equations |
scientific article; zbMATH DE number 6605407 |
Statements
A First Order Scheme for Backward Doubly Stochastic Differential Equations (English)
0 references
22 July 2016
0 references
backward doubly stochastic differential equations
0 references
first order scheme
0 references
nonlinear filter
0 references
Itō-Taylor expansion
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
