Numerical Analysis for Forward-Backward Stochastic Differential Equations and Related Problems

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：myeclipse75

【摘要】

：

　　Backward stochastic differential equations(BSDE's)were first introduced by J.M.Bismut in 1973 and generalized to the nonlinear form by Pardoux and Peng in 1

【作者】

：

Zhao Weidong ZHOU TAO

【机构】

：

Shandong Univ.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　Backward stochastic differential equations(BSDE's)were first introduced by J.M.Bismut in 1973 and generalized to the nonlinear form by Pardoux and Peng in 1990.

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Numerical Analysis for Forward-Backward Stochastic Differential Equations and Related Problems

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