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Error estimates of the Crank-Nicolson ccheme for solving backward stochastic differential equations
  • 期刊名称：Int. J. Numer. Anal. Model.
  • 时间：2013
  • 页码：876-898
  • 相关项目：随机微分方程高性能数值算法理论与应用
作者： W. Zhao|Y. Li|L. Ju|
同期刊论文项目
随机微分方程高性能数值算法理论与应用
期刊论文 84 会议论文 4
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