Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048)
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scientific article; zbMATH DE number 6797023
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps |
scientific article; zbMATH DE number 6797023 |
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Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (English)
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23 October 2017
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prediction-correction scheme
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decoupled forward backward stochastic differential equation with jumps
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convergence analysis
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