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NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS
Bao, Feng; Cao, Yanzhao; Zhao, Weidong
刊名INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION
2011
卷号1期号:4页码:351-367
关键词SPDEs Zakai equation backward SDEs forward backward doubly stochastic differential equations conditional expectation
DOI10.1615/Int.J.UncertaintyQuantification.2011003508
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/5247320
专题山东大学
作者单位1.Auburn Univ, Dept Math & Stat, Auburn, AL 36849 USA.
2.Sun Yat Sen Univ, Sch Math, Guangzhou, Peoples R Chin
推荐引用方式
GB/T 7714
Bao, Feng,Cao, Yanzhao,Zhao, Weidong. NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS[J]. INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION,2011,1(4):351-367.
APA Bao, Feng,Cao, Yanzhao,&Zhao, Weidong.(2011).NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS.INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION,1(4),351-367.
MLA Bao, Feng,et al."NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS".INTERNATIONAL JOURNAL FOR UNCERTAINTY QUANTIFICATION 1.4(2011):351-367.
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