Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations

Ying Hu; Anis Matoussi; Tusheng Zhang

Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations

Probability 2014-08-05 v1

Authors: Ying Hu , Anis Matoussi , Tusheng Zhang

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Abstract

In this paper we obtain a Wong-Zakai approximation to solutions of backward doubly stochastic differential equations.

Keywords

wong-zakai approximation backward doubly stochastic differential equations stochastic analysis numerical approximation

Cite

@article{arxiv.1408.0569,
  title  = {Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations},
  author = {Ying Hu and Anis Matoussi and Tusheng Zhang},
  journal= {arXiv preprint arXiv:1408.0569},
  year   = {2014}
}