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	A FIRST-ORDER NUMERICAL SCHEME FOR FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN BOUNDED DOMAINS
	Yang, Jie; Zhang, Guannan; Zhao, Weidong
刊名	JOURNAL OF COMPUTATIONAL MATHEMATICS
	2018
卷号	36期号:2页码:237-258
关键词	Forward-backward stochastic differential equations Exit time Dirichlet boundary conditions Implicit Euler scheme
DOI	10.4208/jcm.1612-m2016-0582
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/4578786
专题	山东大学
作者单位	1.Shandong Univ, Sch Math & Stat, Weihai 264209, Shandong, Peoples R China. 2.Oak Ridge Natl Lab, Comp Sci & Math Div, Oak
推荐引用方式 GB/T 7714	Yang, Jie,Zhang, Guannan,Zhao, Weidong. A FIRST-ORDER NUMERICAL SCHEME FOR FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN BOUNDED DOMAINS[J]. JOURNAL OF COMPUTATIONAL MATHEMATICS,2018,36(2):237-258.
APA	Yang, Jie,Zhang, Guannan,&Zhao, Weidong.(2018).A FIRST-ORDER NUMERICAL SCHEME FOR FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN BOUNDED DOMAINS.JOURNAL OF COMPUTATIONAL MATHEMATICS,36(2),237-258.
MLA	Yang, Jie,et al."A FIRST-ORDER NUMERICAL SCHEME FOR FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN BOUNDED DOMAINS".JOURNAL OF COMPUTATIONAL MATHEMATICS 36.2(2018):237-258.

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