An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations (Q4986617): Difference between revisions
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Revision as of 09:36, 8 February 2024
scientific article; zbMATH DE number 7340266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7340266 |
Statements
An Explicit Second Order Scheme for Decoupled Anticipated Forward Backward Stochastic Differential Equations (English)
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27 April 2021
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anticipated forward backward stochastic differential equations
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explicit scheme
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error estimate
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second order convergence
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