Pages that link to "Item:Q6486753"

The following pages link to New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations (Q6486753):

Displaying 7 items.

• Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
• Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
• Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031) (← links)
• High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
• Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
• A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
• Strong stability preserving multistep schemes for forward backward stochastic differential equations (Q6101598) (← links)