Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135)
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scientific article; zbMATH DE number 6974758
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth |
scientific article; zbMATH DE number 6974758 |
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Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (English)
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7 November 2018
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FBSDE
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monotone driver
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polynomial growth
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time discretization
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modified explicit schemes
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nonexplosion
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numerical stability
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