Numerical Computations for Backward Doubly SDEs and SPDEs
  In this paper we present two numerical schemes of approximating solutions of backward doubly stochastic differential equations (BDSDEs for short). We give a method to discretize a BDSDE. And we also give the proof of the convergence of these two kinds of solutions for BDSDEs respectively. We give a sample of computation of BDSDEs. 
Yufeng Shi, Weiqiang Yang, Jing Yuan