Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations (Q6565281)
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scientific article; zbMATH DE number 7874382
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations |
scientific article; zbMATH DE number 7874382 |
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Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations (English)
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1 July 2024
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backward stochastic differential equations
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Crank-Nicolson scheme
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Adomian decomposition
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Richardson extrapolation
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asymptotic error expansion
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