ODE-Based Multistep Schemes for Backward Stochastic Differential Equations
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Published:2023-06
Issue:4
Volume:16
Page:1053-1086
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ISSN:1004-8979
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Container-title:Numerical Mathematics: Theory, Methods and Applications
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language:
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Short-container-title:NMTMA
Author:
Fang Shuixin,Zhao Weidong
Publisher
Global Science Press
Subject
Applied Mathematics,Computational Mathematics,Control and Optimization,Modeling and Simulation