Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation

Publisher: Cambridge University Press

E-ISSN: 2079-7370|5|4|387-404

ISSN: 2079-7362

Source: East Asian Journal on Applied Mathematics, Vol.5, Iss.4, 2015-11, pp. : 387-404

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Abstract