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A firstorder semi-discrete algorithm for backward doubly stochastic differentialequations
  • ISSN号：1531-3492
  • 期刊名称：Discrete and Continuous Dynamical Systems-Series B
  • 时间：2015
  • 页码：1297-1313
  • 相关项目：随机最优控制的数值方法理论及其应用研究
作者： Feng Bao|Yanzhao Cao|Weidong Zhao|
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随机最优控制的数值方法理论及其应用研究
期刊论文 28
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