Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031)
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scientific article; zbMATH DE number 6759219
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| English | Multistep schemes for forward backward stochastic differential equations with jumps |
scientific article; zbMATH DE number 6759219 |
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Multistep schemes for forward backward stochastic differential equations with jumps (English)
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10 August 2017
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multistep scheme
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jump-diffusion process
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forward-backward stochastic differential equation with jumps
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