Open AccessError estimates of the $\theta$-scheme for backward stochastic differential equations
Author(s) -
Weidong Zhang,
Jinlei Wang,
Shigē Péng
Publication year - 2009
Publication title -
discrete and continuous dynamical systems. series b
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.864
H-Index - 53
eISSN - 1553-524X
pISSN - 1531-3492
DOI - 10.3934/dcdsb.2009.12.905
Subject(s) - stochastic differential equation , mathematics , convergence (economics) , order (exchange) , scheme (mathematics) , crank , first order , differential equation , pure mathematics , mathematical analysis , geometry , finance , cylinder , economics , economic growth