Numerical simulation of BSDEs with drivers of quadratic growth (Q655587)

From MaRDI portal
Revision as of 01:52, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Numerical simulation of BSDEs with drivers of quadratic growth
scientific article

    Statements

    title
    Numerical simulation of BSDEs with drivers of quadratic growth (English)
    0 references
    DOI
    10.1214/10-AAP744
    0 references
    author
    Adrien Richou
    0 references
    publication date
    4 January 2012
    0 references
    Mathematics Subject Classification ID
    60H35
    0 references
    65C30
    0 references
    60H10
    0 references
    zbMATH DE Number
    5994514
    0 references
    zbMATH Keywords
    bsdes
    0 references
    driver of quadratic growth
    0 references
    time discretization scheme
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q655587&oldid=25703494"
    Powered by MediaWiki