Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistep schemes for forward backward stochastic differential equations with jumps |
scientific article |
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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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