Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337): Difference between revisions

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Latest revision as of 03:13, 11 July 2024

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Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis
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    Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (English)
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    19 November 2015
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    forward-backward stochastic differential equations
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    weak coupling
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    Euler-type scheme
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    time discretization
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    first-order error estimates
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