A first order scheme for backward doubly stochastic differential equations (Q5741185)
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scientific article; zbMATH DE number 6605407
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| 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)
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22 July 2016
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backward doubly stochastic differential equations
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first order scheme
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nonlinear filter
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Itō-Taylor expansion
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0.8883422613143921
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0.8091704249382019
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0.794325053691864
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0.7930427193641663
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