A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (Q640015)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations |
scientific article |
Statements
A parallel four step domain decomposition scheme for coupled forward-backward stochastic differential equations (English)
0 references
12 October 2011
0 references
domain decomposition
0 references
waveform relaxation
0 references
Schwarz methods
0 references
stochastic differential equations
0 references
0 references
0 references
0 references
0 references
