Numerical approximation of singular forward-backward SDEs (Q2168288)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Numerical approximation of singular forward-backward SDEs |
scientific article |
Statements
Numerical approximation of singular forward-backward SDEs (English)
0 references
31 August 2022
0 references
singular FBSDEs
0 references
splitting scheme
0 references
non-linear regression
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references