Open AccessMean-square convergence of numerical approximations for a class of backward stochastic differential equations
Author(s) -
Chuchu Chen,
Jialin Hong
Publication year - 2013
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.2013.18.2051
Subject(s) - mathematics , convergence (economics) , mean square , square (algebra) , class (philosophy) , stochastic differential equation , mathematical analysis , order (exchange) , differential equation , geometry , computer science , finance , artificial intelligence , economics , economic growth