A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963)
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scientific article; zbMATH DE number 7409048
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7409048 |
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A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (English)
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12 October 2021
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Lagrange interpolation
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derivative approximation
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coupled forward backward stochastic differential equations
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explicit multistep scheme
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