Numerical schemes for fully coupled mean-field forward backward stochastic differential equations
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Published:2023
Issue:5
Volume:16
Page:999-1013
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ISSN:1937-1632
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Container-title:Discrete and Continuous Dynamical Systems - S
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language:
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Short-container-title:DCDS-S
Author:
Sun Yabing, ,Zhao Weidong,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis