Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations
type: Item
instance of: scholarly article
title: Optimal Error Estimates for a Fully Discrete Euler Scheme for Decoupled Forward Backward Stochastic Differential Equations
zbMATH Open document ID: 1382.60092
author: Bo Gong
author: Weidong Zhao
published in: East Asian Journal on Applied Mathematics
publication date: 2018-02-27T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6844314
zbMATH Keywords: forward backward stochastic differential equations
zbMATH Keywords: fully discrete scheme
zbMATH Keywords: error estimate
MaRDI profile type: Publication
OpenAlex ID: W2753549314
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DOI: 10.4208/EAJAM.110417.070517A
description: scientific article; zbMATH DE number 6844314