Stability analysis of general multistep methods for Markovian backward stochastic differential equations (Q5075168)
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scientific article; zbMATH DE number 7524733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability analysis of general multistep methods for Markovian backward stochastic differential equations |
scientific article; zbMATH DE number 7524733 |
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Stability analysis of general multistep methods for Markovian backward stochastic differential equations (English)
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10 May 2022
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forward-backward stochastic differential equations
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linear multistep methods
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stability analysis
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convergence analysis
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