Numerical solution of quasilinear parabolic equations and backward stochastic differential equations (Q4463680)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2069789
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Numerical solution of quasilinear parabolic equations and backward stochastic differential equations |
scientific article; zbMATH DE number 2069789 |
Statements
Numerical solution of quasilinear parabolic equations and backward stochastic differential equations (English)
0 references
27 May 2004
0 references
backword stochastic differential equations
0 references
quasilinear parabolic equations
0 references
numerical solution
0 references
Cauchy problem
0 references
layer method
0 references
nonlinear boundary value problems
0 references
0 references
0 references
0 references
0.8402917385101318
0 references
0.8313035368919373
0 references
0.8265690803527832
0 references
0.8197748064994812
0 references
0.8140178918838501
0 references
