Discretization of forward–backward stochastic differential equations and related quasi-linear parabolic equations

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Publication:3417898

DOI10.1093/imanum/drl019zbMath1109.65009OpenAlexW2023088894MaRDI QIDQ3417898

M. V. Tretyakov, Grigori N. Milstein

Publication date: 31 January 2007

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/drl019




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