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A generalized theta-scheme for solving backward stochastic differential equations
  • ISSN号：1531-3492
  • 期刊名称：Discrete and Continuous Dynamical Systems-Series B
  • 时间：2012
  • 页码：1585-1603
  • 相关项目：随机最优控制的数值方法理论及其应用研究
作者： Weidong Zhao|Yang Li|Guannan Zhang|
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随机最优控制的数值方法理论及其应用研究
期刊论文 28
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