Linear Multistep Schemes for BSDEs (Q5245390)
From MaRDI portal
scientific article; zbMATH DE number 6423436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Multistep Schemes for BSDEs |
scientific article; zbMATH DE number 6423436 |
Statements
Linear Multistep Schemes for BSDEs (English)
0 references
8 April 2015
0 references
backward stochastic differential equations
0 references
linear multistep methods
0 references
order of convergence
0 references
stability
0 references
numerical test
0 references
