A branching particle system approximation for a class of FBSDEs (Q2296088)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A branching particle system approximation for a class of FBSDEs |
scientific article |
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A branching particle system approximation for a class of FBSDEs (English)
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17 February 2020
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forward-backward stochastic differential equation
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partial differential equations
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branching particle system
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numerical solution
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