Two-Step Scheme for Backward Stochastic Differential Equations (Q5881315)

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scientific article; zbMATH DE number 7661683
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Two-Step Scheme for Backward Stochastic Differential Equations
scientific article; zbMATH DE number 7661683

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    Two-Step Scheme for Backward Stochastic Differential Equations (English)
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    9 March 2023
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    backward stochastic differential equation
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    stochastic linear two-step scheme
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    local truncation error
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    stability and convergence
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