Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598)
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scientific article; zbMATH DE number 7698888
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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