On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593): Difference between revisions
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Revision as of 13:06, 21 February 2024
scientific article
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| English | On the homotopy analysis method for backward/forward-backward stochastic differential equations |
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On the homotopy analysis method for backward/forward-backward stochastic differential equations (English)
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17 November 2017
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forward-backward stochastic differential equations
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analytic approximation
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homotopy analysis method
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convergence
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numerical examples
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computational complexity
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