Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181)
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scientific article; zbMATH DE number 7086305
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| English | Explicit deferred correction methods for second-order forward backward stochastic differential equations |
scientific article; zbMATH DE number 7086305 |
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Explicit deferred correction methods for second-order forward backward stochastic differential equations (English)
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26 July 2019
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deferred correction method
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second-order forward backward stochastic differential equations
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Euler scheme
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high-order rate of convergence
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0.8470554947853088
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0.8238618969917297
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0.8146809339523315
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