Numerical Algorithms for Forward-Backward Stochastic Differential Equations (Q5470436): Difference between revisions
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Revision as of 09:32, 16 February 2024
scientific article; zbMATH DE number 5029207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Algorithms for Forward-Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 5029207 |
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Numerical Algorithms for Forward-Backward Stochastic Differential Equations (English)
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30 May 2006
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forward-backward stochastic differential equations
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numerical integration
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mean-square convergence
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semilinear partial differential equations of parabolic type
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