Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337)
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scientific article; zbMATH DE number 6511742
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| English | Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis |
scientific article; zbMATH DE number 6511742 |
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Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (English)
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19 November 2015
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forward-backward stochastic differential equations
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weak coupling
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Euler-type scheme
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time discretization
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first-order error estimates
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0.8394757509231567
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0.8344364762306213
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0.8228409886360168
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0.8050339818000793
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0.8025198578834534
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