Open AccessNumerical Solution of Backward Stochastic Differential Equations Driven by Brownian Motion through Block Pulse Functions
Author(s) -
R. Ezzati
Publication year - 2013
Publication title -
indian journal of science and technology
Language(s) - English
Resource type - Journals
eISSN - 0974-6846
pISSN - 0974-5645
DOI - 10.17485/ijst/2014/v7i3.10
Subject(s) - stochastic differential equation , geometric brownian motion , mathematics , brownian motion , pulse (music) , nonlinear system , matrix (chemical analysis) , collocation (remote sensing) , collocation method , block (permutation group theory) , differential equation , diffusion process , mathematical analysis , computer science , ordinary differential equation , physics , geometry , telecommunications , knowledge management , statistics , materials science , innovation diffusion , quantum mechanics , machine learning , detector , composite material