A FIRST-ORDER NUMERICAL SCHEME FOR FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN BOUNDED DOMAINS
Jie Yang, Guannan Zhang, Weidong Zhao
Journal of Computational Mathematics ›› 2018, Vol. 36 ›› Issue (2) : 237-258.
A FIRST-ORDER NUMERICAL SCHEME FOR FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN BOUNDED DOMAINS
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |