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中文
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
Business Address:知新楼B座1138室
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Current position: Home >> Scientific Research >> Paper Publications

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

Hits: Praise

Affiliation of Author(s):数学学院

Journal:SIAM Journal of 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:2006-01-01

 

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