Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598)

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scientific article; zbMATH DE number 7698888
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Strong stability preserving multistep schemes for forward backward stochastic differential equations
scientific article; zbMATH DE number 7698888

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    Strong stability preserving multistep schemes for forward backward stochastic differential equations (English)
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    20 June 2023
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    forward backward stochastic differential equations
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    strong stability preserving
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    linear multistep schemes
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    stability analysis
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    convergence analysis
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