Empirical Regression Method for Backward Doubly Stochastic Differential Equations

Achref Bachouch, Emmanuel Gobet, Anis Matoussi. Empirical Regression Method for Backward Doubly Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification, 4(1):358-379, 2016. [doi]

Abstract

Abstract is missing.