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
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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. |
DOI | 10.4208/eajam.220116.070316a |
URL标识 | 查看原文 |
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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