ODE-Based Multistep Schemes for Backward Stochastic Differential Equations (Q6191796)
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scientific article; zbMATH DE number 7814777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ODE-Based Multistep Schemes for Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 7814777 |
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ODE-Based Multistep Schemes for Backward Stochastic Differential Equations (English)
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11 March 2024
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backward stochastic differential equation
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parabolic partial differential equation
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strong stability preserving
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linear multistep scheme
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high order discretization
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