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Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations
- Source :
- Stochastic Processes and their Applications, Stochastic Processes and their Applications, Elsevier, 2015, 125 (12), pp.4375-4404. ⟨10.1016/j.spa.2015.07.003⟩, Stochastic Processes and their Applications, Elsevier, 2015, 125 (12), pp.4375-4404. 〈10.1016/j.spa.2015.07.003〉, Stochastic Processes and their Applications, 2015, 125 (12), pp.4375-4404. ⟨10.1016/j.spa.2015.07.003⟩
- Publication Year :
- 2015
- Publisher :
- HAL CCSD, 2015.
-
Abstract
- International audience; In this paper we obtain a Wong-Zakai approximation to solutions of backward doubly stochastic differential equations.
- Subjects :
- Statistics::Theory
Backward integrals
Mathematics::Complex Variables
Probability (math.PR)
Backward stochastic differential equations
Primary 60H15 Secondary 93E20, 35R60
Wong–Zakai approximations
Statistics::Computation
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
Mathematics::Probability
FOS: Mathematics
60H15, 93E20, 35R60
[ MATH.MATH-PR ] Mathematics [math]/Probability [math.PR]
Mathematics - Probability
Subjects
Details
- Language :
- English
- ISSN :
- 03044149 and 1879209X
- Database :
- OpenAIRE
- Journal :
- Stochastic Processes and their Applications, Stochastic Processes and their Applications, Elsevier, 2015, 125 (12), pp.4375-4404. ⟨10.1016/j.spa.2015.07.003⟩, Stochastic Processes and their Applications, Elsevier, 2015, 125 (12), pp.4375-4404. 〈10.1016/j.spa.2015.07.003〉, Stochastic Processes and their Applications, 2015, 125 (12), pp.4375-4404. ⟨10.1016/j.spa.2015.07.003⟩
- Accession number :
- edsair.doi.dedup.....d362a13e57a5cf8370e78e5875bf69a4
- Full Text :
- https://doi.org/10.1016/j.spa.2015.07.003⟩