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	Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis
	Zhang W.; Zhao W.
刊名	Frontiers of Mathematics in China
	2014
卷号	10期号:2页码:415-434
关键词	error estimate Euler-type scheme first-order time discretization Weakly coupled forward-backward stochastic differential equations (FBSDEs)
DOI	10.1007/s11464-014-0366-6
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/4797775
专题	山东大学
作者单位	1.School of Mathematics, Finance Institute, Shandong University, Jinan, 250100, China 2.School of Mathematics, Finance Institute, Sh
推荐引用方式 GB/T 7714	Zhang W.,Zhao W.. Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis[J]. Frontiers of Mathematics in China,2014,10(2):415-434.
APA	Zhang W.,&Zhao W..(2014).Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis.Frontiers of Mathematics in China,10(2),415-434.
MLA	Zhang W.,et al."Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis".Frontiers of Mathematics in China 10.2(2014):415-434.

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