Pages that link to "Item:Q893337"
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The following pages link to Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337):
Displaying 3 items.
- Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736) (← links)
- New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations (Q6486753) (← links)