Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations (Q5101496)
From MaRDI portal
scientific article; zbMATH DE number 7577973
Language | Label | Description | Also known as |
---|---|---|---|
English | Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations |
scientific article; zbMATH DE number 7577973 |
Statements
30 August 2022
0 references
stochastic differential equation
0 references
Newton-type methods
0 references
rate of convergence
0 references
math.PR
0 references
math.NA
0 references
0 references
0 references
0 references
0 references