Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (Q5376443)

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scientific article; zbMATH DE number 6938317
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Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations
scientific article; zbMATH DE number 6938317

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    Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations (English)
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    18 September 2018
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    mean-field backward stochastic differential equation
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    \(\theta\)-schemes
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    error estimates
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