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Cubature method to solve BSDEs: Error expansion and complexity control - MaRDI portal

Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079)

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scientific article; zbMATH DE number 7188542
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English
Cubature method to solve BSDEs: Error expansion and complexity control
scientific article; zbMATH DE number 7188542

    Statements

    title
    Cubature method to solve BSDEs: Error expansion and complexity control (English)
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    publication date
    8 April 2020
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    cites work
    Sparse grids
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    Q4004325
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    Q4029028
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    Identifiers

    DOI
    10.1090/mcom/3522
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    Mathematics Subject Classification ID
    65C30
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    60H35
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    65D32
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    zbMATH DE Number
    7188542
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    OpenAlex ID
    W3004659881
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