On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the homotopy analysis method for backward/forward-backward stochastic differential equations |
scientific article |
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On the homotopy analysis method for backward/forward-backward stochastic differential equations (English)
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17 November 2017
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forward-backward stochastic differential equations
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analytic approximation
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homotopy analysis method
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convergence
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numerical examples
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computational complexity
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