Numerical methods for forward-backward stochastic differential equations
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Publication:2564697
DOI10.1214/aoap/1034968235zbMath0861.65131OpenAlexW2052883417MaRDI QIDQ2564697
Jin Ma, Jim jun. Douglas, Philip E. Protter
Publication date: 24 April 1997
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1034968235
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Probabilistic methods, stochastic differential equations (65C99)
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