@Article{AAMM-12-6,
author = {Yang, Xu and Zhao, Weidong},
title = {Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates},
journal = {Advances in Applied Mathematics and Mechanics},
year = {2020},
volume = {12},
number = {6},
pages = {1457--1480},
abstract = {<p style="text-align: justify;">In this paper, we consider numerical approximation of a class of nonlinear backward stochastic partial differential equations (BSPDEs). By using finite element methods in the physical space domain and the Euler method in the time domain, we propose a spatial finite element semi-discrete scheme and a spatio-temporal full discrete scheme for solving the BSPDEs. Errors of the schemes are rigorously analyzed and theoretical error estimates with convergence rates are obtained.</p>},
issn = {2075-1354},
doi = {https://doi.org/10.4208/aamm.OA-2019-0345},
url = {https://global-sci.com/article/73084/finite-element-methods-for-nonlinear-backward-stochastic-partial-differential-equations-and-their-error-estimates}
}