New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations (Q2930007)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations |
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New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations (English)
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17 November 2014
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high order
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multistep scheme
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diffusion process
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Euler method
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coupled Markovian forward backward stochastic differential equations
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numerical experiment
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