Efficient Numerical Methods for Backward Forward Doubly Stochastic Differential Equations and Their

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：xub23

【摘要】

：

Nonlinear filtering problems arise in many application fields such as financial mathematics,signal processing,target tracking,and biological sciences.

【作者】

：

Cao Yanzhao

【机构】

：

Auburn Univ.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年5期

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　　Nonlinear filtering problems arise in many application fields such as financial mathematics,signal processing,target tracking,and biological sciences.

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Efficient Numerical Methods for Backward Forward Doubly Stochastic Differential Equations and Their

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