Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143)
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scientific article; zbMATH DE number 7512202
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| English | Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations |
scientific article; zbMATH DE number 7512202 |
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Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (English)
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22 April 2022
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explicit multistep scheme
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forward backward stochastic differential equations
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stochastic characteristics
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0.8506252765655518
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0.8459811806678772
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0.82152259349823
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0.8187149167060852
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0.8176616430282593
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