One order numerical scheme for forward-backward stochastic differential equations
type: Item
instance of: scholarly article
title: One order numerical scheme for forward-backward stochastic differential equations
zbMATH Open document ID: 1410.65009
author: Benxue Gong
author: Hongxing Rui
published in: Applied Mathematics and Computation
publication date: 2019-03-22T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7040892
zbMATH Keywords: forward-backward stochastic differential equations
zbMATH Keywords: quasilinear parabolic equations
zbMATH Keywords: characteristic difference scheme
zbMATH Keywords: bilinear interpolation
zbMATH Keywords: convergence
MaRDI profile type: Publication
full work available at URL: j.amc.2015.08.127
OpenAlex ID: W2172006910
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DOI: 10.1016/J.AMC.2015.08.127
description: scientific article; zbMATH DE number 7040892