On the wavelet-based SWIFT method for backward stochastic differential equations
type: Item
instance of: scholarly article
title: On the wavelet-based SWIFT method for backward stochastic differential equations
zbMATH Open document ID: 1477.65019
author: K. W. Chau
author: Cornelis W. Oosterlee
published in: IMA Journal of Numerical Analysis
publication date: 2018-11-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/1611.06098
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65T60
zbMATH DE Number: 6983839
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: Shannon wavelets
zbMATH Keywords: Fourier transform
zbMATH Keywords: antireflective boundary
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2556772359
arXiv ID: 1611.06098
DOI: 10.1093/IMANUM/DRX022
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description: scientific article; zbMATH DE number 6983839