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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