A class of efficient multistep methods for forward backward stochastic differential equations (Q6662420)
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scientific article; zbMATH DE number 7966451
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of efficient multistep methods for forward backward stochastic differential equations |
scientific article; zbMATH DE number 7966451 |
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A class of efficient multistep methods for forward backward stochastic differential equations (English)
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14 January 2025
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forward backward stochastic differential equations
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multistep methods
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efficient high-order methods
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conditional expectations
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