Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates
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Publication:5157002
DOI10.4208/aamm.OA-2019-0345zbMath1488.60168MaRDI QIDQ5157002
Publication date: 12 October 2021
Published in: Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)
Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (3)
A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance ⋮ The Convergence of Euler-Maruyama Method of Nonlinear Variable-Order Fractional Stochastic Differential Equations ⋮ A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates
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