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	A First Order Scheme for Backward Doubly Stochastic Differential Equations
	Bao, Feng; Cao, Yanzhao; Meir, Amnon; Zhao, Weidong
刊名	SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION
	2016
卷号	4期号:1页码:413-445
关键词	backward doubly stochastic differential equation nonlinear filter Ito-Taylor expansion
DOI	10.1137/14095546X
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4695153
专题	山东大学
作者单位	1.Oak Ridge Natl Lab, Comp Sci & Math Div, Oak Ridge, TN 37831 USA. 2.Sun Yat Sen Univ, Sch Math, Auburn, AL 3
推荐引用方式 GB/T 7714	Bao, Feng,Cao, Yanzhao,Meir, Amnon,et al. A First Order Scheme for Backward Doubly Stochastic Differential Equations[J]. SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION,2016,4(1):413-445.
APA	Bao, Feng,Cao, Yanzhao,Meir, Amnon,&Zhao, Weidong.(2016).A First Order Scheme for Backward Doubly Stochastic Differential Equations.SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION,4(1),413-445.
MLA	Bao, Feng,et al."A First Order Scheme for Backward Doubly Stochastic Differential Equations".SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION 4.1(2016):413-445.

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