Wong-Zakai approximations of backward doubly stochastic differential equations

Tusheng Zhang, Ying Hu, Anis Matoussi

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	4375-4404
Number of pages	29
Journal	Stochastic Processes and their Applications
Volume	125
Issue number	12
DOIs	https://doi.org/10.1016/j.spa.2015.07.003
Publication status	Published - Nov 2015

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title = "Wong-Zakai approximations of backward doubly stochastic differential equations",

author = "Tusheng Zhang and Ying Hu and Anis Matoussi",

year = "2015",

month = nov,

doi = "10.1016/j.spa.2015.07.003",

language = "English",

volume = "125",

pages = "4375--4404",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier BV",

number = "12",

}

TY - JOUR

T1 - Wong-Zakai approximations of backward doubly stochastic differential equations

AU - Zhang, Tusheng

AU - Hu, Ying

AU - Matoussi, Anis

PY - 2015/11

Y1 - 2015/11

U2 - 10.1016/j.spa.2015.07.003

DO - 10.1016/j.spa.2015.07.003

M3 - Article

SN - 0304-4149

VL - 125

SP - 4375

EP - 4404

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 12

ER -