Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations |
scientific article; zbMATH DE number 7512202
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations |
scientific article; zbMATH DE number 7512202 |
Statements
Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (English)
0 references
22 April 2022
0 references
explicit multistep scheme
0 references
forward backward stochastic differential equations
0 references
stochastic characteristics
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8506252765655518
0 references
0.8459811806678772
0 references
0.82152259349823
0 references
0.8187149167060852
0 references
0.8176616430282593
0 references
