Numerical solution of quasilinear parabolic equations and backward stochastic differential equations (Q4463680)
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scientific article; zbMATH DE number 2069789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of quasilinear parabolic equations and backward stochastic differential equations |
scientific article; zbMATH DE number 2069789 |
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Numerical solution of quasilinear parabolic equations and backward stochastic differential equations (English)
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27 May 2004
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backword stochastic differential equations
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quasilinear parabolic equations
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numerical solution
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Cauchy problem
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layer method
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nonlinear boundary value problems
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