Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337)
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scientific article; zbMATH DE number 6511742
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis |
scientific article; zbMATH DE number 6511742 |
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Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (English)
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19 November 2015
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forward-backward stochastic differential equations
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weak coupling
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Euler-type scheme
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time discretization
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first-order error estimates
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