{
  "id": "0907.1406",
  "version": "v1",
  "published": "2009-07-09T06:12:13.000Z",
  "updated": "2009-07-09T06:12:13.000Z",
  "title": "On the discretization of backward doubly stochastic differential equations",
  "authors": [
    "Omar Aboura"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After proving the L2-regularity of Z, we use the Euler scheme to discretize X and the Zhang approach in order to give a discretization scheme of the process (Y,Z).",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-07-09T06:12:13.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H35",
      "60H20",
      "65C20"
    ],
    "keywords": [
      "backward doubly stochastic differential equation",
      "discretization scheme",
      "zhang approach",
      "euler scheme",
      "l2-regularity"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0907.1406A"
    }
  }
}