Splitting scheme for backward doubly stochastic differential equations

Feng Bao 0005, Yanzhao Cao, He Zhang. Splitting scheme for backward doubly stochastic differential equations. Adv. Comput. Math., 49(4):65, August 2023. [doi]

@article{BaoCZ23,
  title = {Splitting scheme for backward doubly stochastic differential equations},
  author = {Feng Bao 0005 and Yanzhao Cao and He Zhang},
  year = {2023},
  month = {August},
  doi = {10.1007/s10444-023-10053-z},
  url = {https://doi.org/10.1007/s10444-023-10053-z},
  researchr = {https://researchr.org/publication/BaoCZ23},
  cites = {0},
  citedby = {0},
  journal = {Adv. Comput. Math.},
  volume = {49},
  number = {4},
  pages = {65},
}