山东大学教师主页 Weidong Zhao An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations Home

Personal Information

Academic Titles:teaching and research
Degree:Doctor
Status:Employed
School/Department:School of Mathematics

Gender:Male

Education Level:Postgraduate (Doctoral)

Alma Mater:Shandong University

Current position: Home / Scientific Research / Paper Publications

An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations

Release Time:2022-04-20 | Hits:

Institution:数学学院

Title of Paper:An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations

Journal:Numerical Algorithms

First Author:Yabing Sun

All the Authors:Weidong Zhao

Volume:84

Issue:1

Page Number:253-283

Translation or Not:No

Date of Publication:2020-01