EXPLICIT theta-SCHEMES FOR MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS | |
Sun, Yabing; Zhao, Weidong; Zhou, Tao | |
刊名 | SIAM JOURNAL ON NUMERICAL ANALYSIS
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2018 | |
卷号 | 56期号:4页码:2672-2697 |
关键词 | mean-field backward stochastic differential equation theta-schemes error estimates |
DOI | 10.1137/17M1161944 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4572684 |
专题 | 山东大学 |
作者单位 | 1.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China. 2.Chinese Acad Sci, Acad Math & Syst Sci, |
推荐引用方式 GB/T 7714 | Sun, Yabing,Zhao, Weidong,Zhou, Tao. EXPLICIT theta-SCHEMES FOR MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2018,56(4):2672-2697. |
APA | Sun, Yabing,Zhao, Weidong,&Zhou, Tao.(2018).EXPLICIT theta-SCHEMES FOR MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS.SIAM JOURNAL ON NUMERICAL ANALYSIS,56(4),2672-2697. |
MLA | Sun, Yabing,et al."EXPLICIT theta-SCHEMES FOR MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS".SIAM JOURNAL ON NUMERICAL ANALYSIS 56.4(2018):2672-2697. |
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