Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations (Q5889046)
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scientific article; zbMATH DE number 7679218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7679218 |
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Sinc-Multistep Schemes for Forward Backward Stochastic Differential Equations (English)
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26 April 2023
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forward backward stochastic differential equations
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multistep schemes
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sinc quadrature rule
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error estimates
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