山东大学教师主页 Weidong Zhao Optimal error estimates for a fully discrete euler scheme for decoupled 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

Optimal error estimates for a fully discrete euler scheme for decoupled forward backward stochastic differential equations

Release Time:2022-04-20 | Hits:

Institution:数学学院

Title of Paper:Optimal error estimates for a fully discrete euler scheme for decoupled forward backward stochastic differential equations

Journal:East Asian Journal on Applied Mathematics

First Author:Bo Gong

All the Authors:Weidong Zhao

Volume:7

Issue:3

Page Number:548-565

Translation or Not:No

Date of Publication:2017-01