On Numerical Approximations of Forward-Backward Stochastic Differential Equations (Q3642896)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On Numerical Approximations of Forward-Backward Stochastic Differential Equations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Numerical Approximations of Forward-Backward Stochastic Differential Equations |
scientific article |
Statements
On Numerical Approximations of Forward-Backward Stochastic Differential Equations (English)
0 references
6 November 2009
0 references
forward-backward stochastic differential equations
0 references
four step scheme
0 references
Hermite-spectral method
0 references
convergence rate
0 references
