Novel multi-step predictor-corrector schemes for backward stochastic differential equations (Q6604189)
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scientific article; zbMATH DE number 7912563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Novel multi-step predictor-corrector schemes for backward stochastic differential equations |
scientific article; zbMATH DE number 7912563 |
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Novel multi-step predictor-corrector schemes for backward stochastic differential equations (English)
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12 September 2024
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decoupled forward-backward stochastic differential equation
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multi-step predictor-corrector scheme
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high order discretization
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stability
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