An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion |
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An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (English)
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3 June 2021
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backward stochastic differential equations
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\(G\)-Brownian motion
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numerical schemes
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fully nonlinear PDEs
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