Open AccessA generalized $\theta$-scheme for solving backward stochastic differential equations
Author(s) -
Weidong Zhang,
Yang Li,
Guannan Zhang
Publication year - 2012
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.2012.17.1585
Subject(s) - scheme (mathematics) , mathematics , stochastic differential equation , type (biology) , differential equation , differential (mechanical device) , mathematical analysis , physics , ecology , biology , thermodynamics