Discretization of backward stochastic Volterra integral equations (Q2849675)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretization of backward stochastic Volterra integral equations |
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Discretization of backward stochastic Volterra integral equations (English)
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24 September 2013
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backward stochastic Volterra integral equations
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adapted M-solution
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quasilinear partial differential equations of parabolic type
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numerical approximations
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numerical method
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convergence theorem
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speed of convergence
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