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彭实戈

Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates


Gender:Male
Education Level:With Certificate of Graduation for Doctorate Study
Degree:Doctor
Status:Retired
School/Department:数学学院
Date of Employment:1989-11-21
College: School of Mathematics
Business Address:知新楼B座1138室
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A new kind of accurate numerical method for backward stochastic differential equations

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Institution:数学学院

Title of Paper:A new kind of accurate numerical method for backward stochastic differential equations

Journal:SIAM JOURNAL ON SCIENTIFIC COMPUTING

Key Words:backward stochastic differential equations;Monte Carlo method;time-space discretization

First Author:赵卫东

Document Code:1395255660353949697

Volume:28

Issue:4

Page Number:1563-1581

Number of Words:10

Translation or Not:No

Date of Publication:2006-01

Release Time:2025-02-19

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