Multistep schemes for forward backward stochastic differential equations with jumps
type: Item
instance of: scholarly article
title: Multistep schemes for forward backward stochastic differential equations with jumps
zbMATH Open document ID: 1368.60072
author: Yu Fu
author: Weidong Zhao
author: Tao Zhou
published in: Journal of Scientific Computing
publication date: 2017-08-10T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C20
zbMATH DE Number: 6759219
zbMATH Keywords: multistep scheme
zbMATH Keywords: jump-diffusion process
zbMATH Keywords: forward-backward stochastic differential equation with jumps
MaRDI profile type: Publication
full work available at URL: s10915-016-0212-y
OpenAlex ID: W2343510531
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DOI: 10.1007/S10915-016-0212-Y
description: scientific article; zbMATH DE number 6759219