山东大学教师主页 Weidong Zhao Error estimates of the Crank-Nicolson scheme for solving 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

Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations

Release Time:2022-04-20 | Hits:

Institution:数学学院

Title of Paper:Error estimates of the Crank-Nicolson scheme for solving backward stochastic differential equations

Journal:International Journal of Numerical Analysis and Modeling

First Author:Weidong Zhao

All the Authors:Yang Li, Lili Ju

Volume:10

Issue:4

Page Number:876-898

Translation or Not:No

Date of Publication:2013-01