Approximating solutions of backward doubly stochastic differential equations with measurable coefficients using a time discretization scheme

It has been shown that backward doubly stochastic differential equations (BDSDEs) provide a probabilistic representation for a certain class of nonlinear parabolic stochastic partial differential equations (SPDEs). It has also been shown that the solution of a BDSDE with Lipschitz coefficients can b...

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Bibliographic Details

Main Author:	Cyrus Yeadon
Format:	Default Thesis
Published:	2015
Subjects:	Other mathematical sciences not elsewhere classified Backward doubly stochastic differential equations Stochastic partial differential equations Mathematical Sciences not elsewhere classified
Online Access:	https://hdl.handle.net/2134/20643
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