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 new second-order one-step scheme for solving decoupled FBSDEs and optimal error estimates
Institution:数学学院
Title of Paper:A new second-order one-step scheme for solving decoupled FBSDEs and optimal error estimates
Journal:East Asian Journal on Applied Mathematics
First Author:Yang Li
All the Authors:Jie Yang,Weidong Zhao
Volume:10
Issue:2
Page Number:354-380
Translation or Not:No
Date of Publication:2020-01