Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs

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Publication:2361013

DOI10.1007/s11425-016-0178-8zbMath1372.65018arXiv1606.06560OpenAlexW3105143339MaRDI QIDQ2361013

Weidong Zhao, Yang Li, Jie Yang

Publication date: 29 June 2017

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.06560



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