Stability analysis of general multistep methods for Markovian backward stochastic differential equations (Q5075168): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q326835 |
||
| Property / author | |||
| Property / author: Jie Xiong / rank | |||
Revision as of 04:08, 13 February 2024
scientific article; zbMATH DE number 7524733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability analysis of general multistep methods for Markovian backward stochastic differential equations |
scientific article; zbMATH DE number 7524733 |
Statements
Stability analysis of general multistep methods for Markovian backward stochastic differential equations (English)
0 references
10 May 2022
0 references
forward-backward stochastic differential equations
0 references
linear multistep methods
0 references
stability analysis
0 references
convergence analysis
0 references
