后向双重随机微分方程的 Wong-Zakai 逼近
概率论
2014-08-05 v1
摘要
本文获得了后向双重随机微分方程解的 Wong-Zakai 逼近。
引用
@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}
}