Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation (Q5372031)

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scientific article; zbMATH DE number 6797007
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Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation
scientific article; zbMATH DE number 6797007

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    Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation (English)
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    23 October 2017
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    convergence analysis
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    multistep schemes
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    forward-backward stochastic differential equations
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