A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A forward-backward stochastic algorithm for quasi-linear PDEs |
scientific article |
Statements
A forward-backward stochastic algorithm for quasi-linear PDEs (English)
0 references
29 June 2006
0 references
forward-backward stochastic differential equations
0 references
Brownian motion
0 references
time-space discretization scheme
0 references
quasilinear parabolic equations
0 references
