Full-Projection explicit FBSDE scheme for parabolic PDEs with superlinear nonlinearities (Q6280353)
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scientific article; zbMATH DE number 900300108
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| English | Full-Projection explicit FBSDE scheme for parabolic PDEs with superlinear nonlinearities |
scientific article; zbMATH DE number 900300108 |
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30 November 2016
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math.NA
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