Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations |
scientific article |
Statements
Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (English)
0 references
22 April 2022
0 references
explicit multistep scheme
0 references
forward backward stochastic differential equations
0 references
stochastic characteristics
0 references