Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Numerical computation for backward doubly SDEs with random terminal time.
And phrases Backward Doubly Stochastic Differential Equation, Dirichlet condition, Euler scheme, Exit time, Method, Monte carlo, SPDEs, Stochastic flow
Numerical Computation for Backward Doubly SDEs with random terminal time.
And phrases Backward Doubly Stochastic Differential Equation, Dirichlet condition, Euler scheme, Exit time, Method, Monte carlo, SPDEs, Stochastic flow