2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/162225In 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.23 pages, 3 figuresProbability60H20text