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Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps
Fu, Yu; Yang, Jie; Zhao, Weidong
刊名EAST ASIAN JOURNAL ON APPLIED MATHEMATICS
2016
卷号6期号:3页码:253-277
关键词Prediction-correction scheme decoupled forward backward stochastic differential equation with jumps convergence analysis.
DOI10.4208/eajam.220116.070316a
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内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/4695192
专题山东大学
作者单位1.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.
2.Shandong Univ, Inst Finance, Jinan 250100, Shandong, Peoples R Ch
推荐引用方式
GB/T 7714
Fu, Yu,Yang, Jie,Zhao, Weidong. Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps[J]. EAST ASIAN JOURNAL ON APPLIED MATHEMATICS,2016,6(3):253-277.
APA Fu, Yu,Yang, Jie,&Zhao, Weidong.(2016).Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps.EAST ASIAN JOURNAL ON APPLIED MATHEMATICS,6(3),253-277.
MLA Fu, Yu,et al."Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps".EAST ASIAN JOURNAL ON APPLIED MATHEMATICS 6.3(2016):253-277.
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