Richardson extrapolation of the Euler scheme for backward stochastic differential equations (Q6662401)
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scientific article; zbMATH DE number 7966435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Richardson extrapolation of the Euler scheme for backward stochastic differential equations |
scientific article; zbMATH DE number 7966435 |
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Richardson extrapolation of the Euler scheme for backward stochastic differential equations (English)
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14 January 2025
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backward stochastic differential equations
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Euler scheme
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Adomian decomposition
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Richardson extrapolation
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asymptotic error expansion
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