New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations

Weidong Zhao, Yu Fu, Tao Zhou. New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations. SIAM J. Scientific Computing, 36(4), 2014. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.