Linear Multistep Schemes for BSDEs (Q5245390)
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scientific article; zbMATH DE number 6423436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Multistep Schemes for BSDEs |
scientific article; zbMATH DE number 6423436 |
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Linear Multistep Schemes for BSDEs (English)
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8 April 2015
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backward stochastic differential equations
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linear multistep methods
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order of convergence
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stability
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numerical test
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