Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s10915-016-0212-y / rank
 
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Property / OpenAlex ID: W2343510531 / rank
 
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Latest revision as of 05:30, 14 July 2024

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Multistep schemes for forward backward stochastic differential equations with jumps
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    Multistep schemes for forward backward stochastic differential equations with jumps (English)
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    10 August 2017
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    multistep scheme
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    jump-diffusion process
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    forward-backward stochastic differential equation with jumps
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