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Main positions:teaching and research
Degree:Doctor
Status:Employed
School/Department:School of Mathematics

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Weidong Zhao

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Date of Birth:1962-12-06

Gender:Male

Education Level:Postgraduate (Doctoral)

Alma Mater:Shandong University

Paper Publications

Current position: Home / Scientific Research / Paper Publications
High-order Combined Multi-step Scheme for Solving Forward Backward Stochastic Differential Equations
Date of Publication:2021-06-01 Hits:

Affiliation of Author(s):数学学院
Journal:Journal of Scientific Computing
Key Words:Finite difference method;Forward backward stochastic differential equations;Gauss-Hermite quadrature rule;Multi-step scheme;Time-space grid
First Author:TengLong
Document Code:1403165206040809473
Volume:87
Issue:3
Number of Words:10
Translation or Not:no
Date of Publication:2021-06-01
Date of Publication:2021-06-01

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