Numerical Algorithms for Forward-Backward Stochastic Differential Equations (Q5470436)
From MaRDI portal
scientific article; zbMATH DE number 5029207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Algorithms for Forward-Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 5029207 |
Statements
Numerical Algorithms for Forward-Backward Stochastic Differential Equations (English)
0 references
30 May 2006
0 references
forward-backward stochastic differential equations
0 references
numerical integration
0 references
mean-square convergence
0 references
semilinear partial differential equations of parabolic type
0 references
