A SPARSE-GRID METHOD FOR MULTI-DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

Guannan Zhang, Max Gunzburger, Weidong Zhao

Journal of Computational Mathematics ›› 2013, Vol. 31 ›› Issue (3) : 221-248.

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中国科学院数学与系统科学研究院期刊网
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Journal of Computational Mathematics ›› 2013, Vol. 31 ›› Issue (3) : 221-248. DOI: 10.4208/jcm.1212-m4014

A SPARSE-GRID METHOD FOR MULTI-DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2013, 31(3): 221-248 https://doi.org/10.4208/jcm.1212-m4014

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