Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multistep schemes for forward backward stochastic differential equations with jumps |
scientific article |
Statements
Multistep schemes for forward backward stochastic differential equations with jumps (English)
0 references
10 August 2017
0 references
multistep scheme
0 references
jump-diffusion process
0 references
forward-backward stochastic differential equation with jumps
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
