An accurate numerical scheme for mean-field forward and backward SDEs with jumps (Q6662392)
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scientific article; zbMATH DE number 7966427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An accurate numerical scheme for mean-field forward and backward SDEs with jumps |
scientific article; zbMATH DE number 7966427 |
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An accurate numerical scheme for mean-field forward and backward SDEs with jumps (English)
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14 January 2025
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mean-field forward backward stochastic differential equation with jumps
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stability analysis
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error estimates
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