One order numerical scheme for forward-backward stochastic differential equations (Q1732180)
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scientific article; zbMATH DE number 7040892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One order numerical scheme for forward-backward stochastic differential equations |
scientific article; zbMATH DE number 7040892 |
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One order numerical scheme for forward-backward stochastic differential equations (English)
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22 March 2019
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forward-backward stochastic differential equations
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quasilinear parabolic equations
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characteristic difference scheme
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bilinear interpolation
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convergence
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