Numerical solution of quasilinear parabolic equations and backward stochastic differential equations (Q4463680): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:26, 7 February 2024
scientific article; zbMATH DE number 2069789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of quasilinear parabolic equations and backward stochastic differential equations |
scientific article; zbMATH DE number 2069789 |
Statements
Numerical solution of quasilinear parabolic equations and backward stochastic differential equations (English)
0 references
27 May 2004
0 references
backword stochastic differential equations
0 references
quasilinear parabolic equations
0 references
numerical solution
0 references
Cauchy problem
0 references
layer method
0 references
nonlinear boundary value problems
0 references
