\(L^p\)-error estimates for numerical schemes for solving certain kinds of mean-field backward stochastic differential equations

DOI10.1007/s10959-022-01184-yWikidataQ115382001 ScholiaQ115382001MaRDI QIDQ6103736

Wei Zhang, Hui Min

Publication date: 5 June 2023

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

numerical schememean-field backward stochastic differential equations\(L^p\)-error estimate

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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