A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations (Q5398542)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 6262539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 6262539 |
Statements
A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations (English)
0 references
28 February 2014
0 references
backward stochastic differential equations
0 references
multi-step scheme
0 references
Gauss-Hermite quadrature rule
0 references
sparse grids
0 references
