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	Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs
	LI Yang; YANG Jie; ZHAO WeiDong
刊名	Science China(Mathematics)
	2017
期号	05页码:923-948
关键词	convergence analysis Crank-Nicolson scheme decoupled forward backward stochastic differential equations Malliavin calculus trapezoidal rule
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/4592009
专题	山东大学
作者单位	1.College of Science,University of Shanghai for Science and Technology 2.School of Mathemati
推荐引用方式 GB/T 7714	LI Yang,YANG Jie,ZHAO WeiDong. Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs[J]. Science China(Mathematics),2017(05):923-948.
APA	LI Yang,YANG Jie,&ZHAO WeiDong.(2017).Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs.Science China(Mathematics)(05),923-948.
MLA	LI Yang,et al."Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs".Science China(Mathematics) .05(2017):923-948.

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