Deferred Correction Methods for Forward Backward Stochastic Differential Equations (Q3132629): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deferred Correction Methods for Forward Backward Stochastic Differential Equations |
scientific article |
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Deferred Correction Methods for Forward Backward Stochastic Differential Equations (English)
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29 January 2018
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deferred correction method
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forward backward stochastic differential equations
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Euler method
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high-order scheme
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