HIGH ORDER PROBABILISTIC NUMERICAL METHODS FOR FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

Qiang Han, Yurong Liu

Journal of Computational Mathematics ›› 2026, Vol. 44 ›› Issue (6) : 1631-1661.

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 ›› 2026, Vol. 44 ›› Issue (6) : 1631-1661. DOI: 10.4208/jcm.2509-m2025-0064

HIGH ORDER PROBABILISTIC NUMERICAL METHODS FOR FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

  • Qiang Han, Yurong Liu
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2026, 44(6): 1631-1661 https://doi.org/10.4208/jcm.2509-m2025-0064

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