A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates (Q4986603)
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scientific article; zbMATH DE number 7340254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates |
scientific article; zbMATH DE number 7340254 |
Statements
A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates (English)
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27 April 2021
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FBSDEs
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simplified weak Itô-Taylor scheme
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second-order scheme
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error estimate
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