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A branching particle system approximation for a class of FBSDEs - MaRDI portal

A branching particle system approximation for a class of FBSDEs (Q2296088)

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A branching particle system approximation for a class of FBSDEs
scientific article

    Statements

    title
    A branching particle system approximation for a class of FBSDEs (English)
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    author
    Dejian Chang
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    Hui Li Liu
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    Jie Xiong
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    publication date
    17 February 2020
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    zbMATH Keywords
    forward-backward stochastic differential equation
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    partial differential equations
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    branching particle system
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    numerical solution
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    cites work
    Q4356591
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    Q4421344
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    Q4342621
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    Q4086524
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    Q3503154
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    Q4255599
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    Identifiers

    Mathematics Subject Classification ID
    60H35
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    60H15
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    60J80
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    zbMATH DE Number
    7168353
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    Wikidata QID
    Q59438036
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    OpenAlex ID
    W2556342349
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