An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7354406
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 7354406 |
Statements
An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (English)
0 references
3 June 2021
0 references
backward stochastic differential equations
0 references
\(G\)-Brownian motion
0 references
numerical schemes
0 references
fully nonlinear PDEs
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.819968581199646
0 references
0.8032909035682678
0 references
0.8030349612236023
0 references
0.7942200899124146
0 references
0.7874948978424072
0 references
