A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (Q640015): Difference between revisions
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scientific article
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English | A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations |
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A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (English)
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12 October 2011
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domain decomposition
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waveform relaxation
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Schwarz methods
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stochastic differential equations
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