Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:34, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multistep schemes for forward backward stochastic differential equations with jumps |
scientific article |
Statements
Multistep schemes for forward backward stochastic differential equations with jumps (English)
0 references
10 August 2017
0 references
multistep scheme
0 references
jump-diffusion process
0 references
forward-backward stochastic differential equation with jumps
0 references