High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362): Difference between revisions

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Latest revision as of 14:27, 30 July 2024

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High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion
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    High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (English)
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    25 October 2022
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    backward stochastic differential equations
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    Feynman-Kac formula
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    Itô-Taylor expansion
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    finite difference approximation
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    one-step method
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