Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (Q6107312)
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scientific article; zbMATH DE number 7706086
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical schemes for fully coupled mean-field forward backward stochastic differential equations |
scientific article; zbMATH DE number 7706086 |
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Numerical schemes for fully coupled mean-field forward backward stochastic differential equations (English)
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3 July 2023
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fully coupled mean-field forward backward stochastic differential equation
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nonlinear Feynman-Kac formula
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second order scheme
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numerical experiment
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