New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations (Q6486753)
From MaRDI portal
scientific article; zbMATH DE number 6370164
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations |
scientific article; zbMATH DE number 6370164 |
Statements
New kinds of high-order multistep schemes for coupled forward backward stochastic differential equations (English)
0 references
17 November 2014
0 references
high order
0 references
multistep scheme
0 references
diffusion process
0 references
Euler method
0 references
coupled Markovian forward backward stochastic differential equations
0 references
numerical experiment
0 references
