High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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