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

Ying Hu; Anis Matoussi; Tusheng Zhang

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arXiv · 1408.0569

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

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.

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Ying Hu, Anis Matoussi, Tusheng Zhang. 2014-08-04. Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations. https://arxiv.org/abs/1408.0569

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