NUMERICAL SCHEME FOR BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYED COEFFICIENTS
Journal Title: JOURNAL OF ADVANCES IN MATHEMATICS - Year 2016, Vol 12, Issue 6
Abstract
In this paper, we present some assumptions to get the numerical scheme for backward doubly stochastic dierential delay equations (shortly-BDSDDEs), and we propose a scheme of BDSDDEs and discuss the numerical convergence and rate of convergence of our scheme.
Authors and Affiliations
Sarhan Falah, Jicheng Liu
Keywords
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- EP ID EP651693
- DOI 10.24297/jam.v12i6.3831
- Views 168
- Downloads 0
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