A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients
DOI10.1155/S1110757X04401168zbMATH Open1082.60050OpenAlexW2079197288MaRDI QIDQ2570902FDOQ2570902
Authors: Omid Solaymani Fard, A. V. Kamyad
Publication date: 31 October 2005
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/52167
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