Two-Step Scheme for Backward Stochastic Differential Equations (Q5881315)
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scientific article; zbMATH DE number 7661683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-Step Scheme for Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7661683 |
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Two-Step Scheme for Backward Stochastic Differential Equations (English)
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9 March 2023
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backward stochastic differential equation
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stochastic linear two-step scheme
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local truncation error
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stability and convergence
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