Numerical Solutions for Forward Backward Doubly Stochastic Differential Equations and Zakai Equations
نویسندگان
چکیده
NUMERICAL SOLUTIONS FOR FORWARD BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS AND ZAKAI EQUATIONS Feng Bao, Yanzhao Cao, & Weidong Zhao Department of Mathematics and Statistics, Auburn University, Auburn, AL 36849 School of Mathematics, Sun Yat Sun University, China School of Mathematics, Shangdong University, Jinan, China Original Manuscript Submitted: 05/22/2011; Final Draft Received: 08/24/2011
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تاریخ انتشار 2011