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\(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations - MaRDI portal

\(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (Q6103736)

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scientific article; zbMATH DE number 7692061
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\(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations
scientific article; zbMATH DE number 7692061

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    \(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations (English)
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    5 June 2023
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    mean-field backward stochastic differential equations
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    numerical scheme
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    \(L^p\)-error estimate
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