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Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process
partial differential-integral equations stochastic differential equations
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2010/11/19
In this paper, we deal with a class of backward doubly stochastic differential equations (BDSDEs, in short) involving subdifferential operator of a convex function and driven by Teugels martingales a...
Monte Carlo algorithms for solving Fredholm integral equations and Fredholm differential integral equations
Integral Equations Differential Integral Equations
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2010/9/15
In this paper we establish a new algorithm for solving non linear differential integral equations based on Monte Carlo methods. For obtaining the corresponding results, we use the simulated branching ...