A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (Q5123988)
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scientific article; zbMATH DE number 7248603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis |
scientific article; zbMATH DE number 7248603 |
Statements
A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis (English)
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17 September 2020
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forward backward stochastic differential equations
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numerical schemes
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stability
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consistency
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convergence analysis
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