Solving forward-backward stochastic differential equations explicitly — a four step scheme - Concepedia

Concepedia

Publication | Open Access

Solving forward-backward stochastic differential equations explicitly — a four step scheme

DOI Full Paper Access

748

Citations

6

References

1994

Year

Jin Ma, Philip Protter, Jiongmin Yong

Probability Theory and Related Fields

Numerical AnalysisEngineeringNatural SciencesStochastic ProcessesStochastic SystemPartial Differential EquationsStochastic CalculusStochastic Dynamical SystemStep SchemeStochastic AnalysisStochastic Differential EquationStochastic Differential Equations

References

	Year	Citations

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