A First Order Scheme for Backward Doubly Stochastic Differential Equations

Feng Bao, Yanzhao Cao, Amnon J. Meir, Weidong Zhao. A First Order Scheme for Backward Doubly Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification, 4(1):413-445, 2016. [doi]

Abstract

Abstract is missing.