Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations (Q5101496)
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scientific article; zbMATH DE number 7577973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations |
scientific article; zbMATH DE number 7577973 |
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30 August 2022
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stochastic differential equation
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Newton-type methods
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rate of convergence
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math.PR
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math.NA
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