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
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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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