Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090)
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scientific article; zbMATH DE number 7409158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7409158 |
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Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (English)
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12 October 2021
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decoupled forward backward stochastic differential equations
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Itô-Taylor expansion
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finite difference approximation
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explicit one-step method
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high order convergence
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