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
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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 |
DOI | 10.1615/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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