AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

Yabing Sun, Jie Yang, Weidong Zhao, Tao Zhou

Journal of Computational Mathematics ›› 2022, Vol. 40 ›› Issue (4) : 517-540.

中国科学院数学与系统科学研究院期刊网
JCM
Journal of Computational Mathematics ›› 2022, Vol. 40 ›› Issue (4) : 517-540. DOI: 10.4208/jcm.2011-m2019-0205

AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2022, 40(4): 517-540 https://doi.org/10.4208/jcm.2011-m2019-0205

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