Numerical Computations for Backward Doubly SDEs and SPDEs

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dc.creatorShi, Yufeng
dc.creatorYang, Weiqiang
dc.creatorYuan, Jing
dc.date2008-05-30
dc.date2008-06-05
dc.date.accessioned2026-07-07T09:42:33Z
dc.date.available2026-07-07T09:42:33Z
dc.descriptionIn this paper we present two numerical schemes of approximating solutions of backward doubly stochastic differential equations (BDSDEs for short). We give a method to discretize a BDSDE. And we also give the proof of the convergence of these two kinds of solutions for BDSDEs respectively. We give a sample of computation of BDSDEs.
dc.description23 pages, 3 figures
dc.identifierhttps://arxiv.org/abs/0805.4662
dc.identifierhttp://arxiv.org/abs/0805.4662
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/162225
dc.subjectProbability
dc.subject60H20
dc.titleNumerical Computations for Backward Doubly SDEs and SPDEs
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