An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations |
scientific article |
Statements
An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (English)
0 references
19 May 2020
0 references
forward backward stochastic differential equation
0 references
Taylor scheme
0 references
Monte Carlo method
0 references
stability analysis
0 references
error estimates
0 references
