Pages that link to "Item:Q5156963"
From MaRDI portal
The following pages link to A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963):
Displaying 6 items.
- Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
- Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations (Q5889046) (← links)
- Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)