Numerical approximation of singular forward-backward SDEs (Q2168288)
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scientific article; zbMATH DE number 7578891
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| English | Numerical approximation of singular forward-backward SDEs |
scientific article; zbMATH DE number 7578891 |
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Numerical approximation of singular forward-backward SDEs (English)
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31 August 2022
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singular FBSDEs
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splitting scheme
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non-linear regression
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0.7952618598937988
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0.7878589630126953
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0.7839528322219849
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0.7796913981437683
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