Numerical methods for forward-backward stochastic differential equations

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Publication:2564697

DOI10.1214/AOAP/1034968235zbMath0861.65131OpenAlexW2052883417MaRDI QIDQ2564697

Jin Ma, Jim jun. Douglas, Philip E. Protter

Publication date: 24 April 1997

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1034968235




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