Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033)
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scientific article; zbMATH DE number 7378183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean square rate of convergence for random walk approximation of forward-backward SDEs |
scientific article; zbMATH DE number 7378183 |
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Mean square rate of convergence for random walk approximation of forward-backward SDEs (English)
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4 August 2021
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backward stochastic differential equations
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approximation scheme
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finite difference equation
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convergence rate
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random walk approximation
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