Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations (Q5101496)

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scientific article; zbMATH DE number 7577973
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Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations
scientific article; zbMATH DE number 7577973

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    30 August 2022
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    stochastic differential equation
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    Newton-type methods
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    rate of convergence
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    math.PR
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    math.NA
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