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"A First Order Scheme for Backward Doubly Stochastic Differential Equations."
Feng Bao et al. (2016)
- Feng Bao, Yanzhao Cao, Amnon J. Meir
, Weidong Zhao
:
A First Order Scheme for Backward Doubly Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification 4(1): 413-445 (2016)
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