A Multistep Scheme for Decoupled Forward-Backward Stochastic Differential Equations (Q5282648): Difference between revisions

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Latest revision as of 18:20, 19 March 2024

scientific article; zbMATH DE number 6747322
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English
A Multistep Scheme for Decoupled Forward-Backward Stochastic Differential Equations
scientific article; zbMATH DE number 6747322

    Statements

    A Multistep Scheme for Decoupled Forward-Backward Stochastic Differential Equations (English)
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    14 July 2017
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    decoupled forward-backward stochastic differential equations
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    backward orthogonal polynomials
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    multi-step numerical scheme
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    error estimate
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    zero-stability
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    convergence
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    numerical experiments
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