Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090)
From MaRDI portal
scientific article; zbMATH DE number 7409158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7409158 |
Statements
Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (English)
0 references
12 October 2021
0 references
decoupled forward backward stochastic differential equations
0 references
Itô-Taylor expansion
0 references
finite difference approximation
0 references
explicit one-step method
0 references
high order convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
