Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (Q4605728)
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scientific article; zbMATH DE number 6844314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 6844314 |
Statements
Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations (English)
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27 February 2018
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forward backward stochastic differential equations
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fully discrete scheme
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error estimate
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