山东大学教师主页 Weidong Zhao A numerical method and its error estimates for the 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

A numerical method and its error estimates for the decoupled forward-backward stochastic differential equations

Release Time:2022-04-20 | Hits:

Institution:数学学院

Title of Paper:A numerical method and its error estimates for the decoupled forward-backward stochastic differential equations

Journal:Communications in Computational Physics

First Author:Weidong Zhao

All the Authors:Wei Zhang, Lili Ju

Volume:13

Issue:5

Page Number:618-646

Translation or Not:No

Date of Publication:2014-01