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Empirical Regression Method for Backward Doubly Stochastic ..:
Bachouch, Achref
;
Gobet, Emmanuel
;
Matoussi, Anis
SIAM/ASA Journal on Uncertainty Quantification. 4 (2016) 1 - p. 358-379 , 2016
Link:
https://doi.org/10.1137/15m1022094
RT Journal T1 <Title>Empirical Regression Method for Backward Doubly Stochastic Differential Equations</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_15m1022094&Exemplar=1&LAN=DE A1 Bachouch, Achref A1 Gobet, Emmanuel A1 Matoussi, Anis PB Society for Industrial & Applied Mathematics (SIAM) YR 2016 SN 2166-2525 JF SIAM/ASA Journal on Uncertainty Quantification VO 4 IS 1 SP 358 OP 379 LK http://dx.doi.org/https://doi.org/10.1137/15m1022094 DO https://doi.org/10.1137/15m1022094 SF ELIB - SuUB Bremen
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