An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (Q2181649)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations |
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An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations (English)
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19 May 2020
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forward backward stochastic differential equation
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Taylor scheme
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Monte Carlo method
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stability analysis
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error estimates
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