An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations
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Publication:5079565
DOI10.4208/jcm.2011-m2019-0205zbMath1499.65021OpenAlexW4224879771WikidataQ115210959 ScholiaQ115210959MaRDI QIDQ5079565
Yabing Sun, Jie Yang, Tao Zhou, Weidong Zhao
Publication date: 27 May 2022
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/jcm.2011-m2019-0205
error estimatesexplicit multistep schememean-field forward backward stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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