On the wavelet-based SWIFT method for backward stochastic differential equations (Q4555963)
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scientific article; zbMATH DE number 6983839
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| English | On the wavelet-based SWIFT method for backward stochastic differential equations |
scientific article; zbMATH DE number 6983839 |
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On the wavelet-based SWIFT method for backward stochastic differential equations (English)
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23 November 2018
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backward stochastic differential equations
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Shannon wavelets
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Fourier transform
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antireflective boundary
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0.8573153
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0.85640055
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0.85610896
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0.85233045
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0.8510175
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0.85028404
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0.8477857
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