Release Time:2022-04-20 |
Hits:
Weidong Zhao
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Gender:Male
Education Level:Postgraduate (Doctoral)
Alma Mater:Shandong University
Paper Publications
A unified probabilistic discretization scheme for FBSDEs: stability, consistency, and convergence analysis
Institution:数学学院
Title of Paper:A unified probabilistic discretization scheme for FBSDEs: stability, consistency, and convergence analysis
Journal:SIAM Journal on Numerical Analysis
First Author:Jie Yang
All the Authors:Weidong Zhao, Tao Zhou
Volume:58
Issue:4
Page Number:2351-2375
Translation or Not:No
Date of Publication:2020-01