On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593)
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scientific article; zbMATH DE number 6808527
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| English | On the homotopy analysis method for backward/forward-backward stochastic differential equations |
scientific article; zbMATH DE number 6808527 |
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On the homotopy analysis method for backward/forward-backward stochastic differential equations (English)
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17 November 2017
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forward-backward stochastic differential equations
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analytic approximation
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homotopy analysis method
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convergence
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numerical examples
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computational complexity
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0.7710209488868713
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0.7690556049346924
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0.7684876918792725
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0.7678714394569397
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