A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients.
Journal of Applied Mathematics (2004)
- Volume: 2004, Issue: 6, page 461-477
- ISSN: 1110-757X
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topFard, Omid S., and Kamyad, Ali V.. "A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients.." Journal of Applied Mathematics 2004.6 (2004): 461-477. <http://eudml.org/doc/52167>.
@article{Fard2004,
author = {Fard, Omid S., Kamyad, Ali V.},
journal = {Journal of Applied Mathematics},
keywords = {backward stochastic differential equation},
language = {eng},
number = {6},
pages = {461-477},
publisher = {Hindawi Publishing Corporation, New York},
title = {A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients.},
url = {http://eudml.org/doc/52167},
volume = {2004},
year = {2004},
}
TY - JOUR
AU - Fard, Omid S.
AU - Kamyad, Ali V.
TI - A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients.
JO - Journal of Applied Mathematics
PY - 2004
PB - Hindawi Publishing Corporation, New York
VL - 2004
IS - 6
SP - 461
EP - 477
LA - eng
KW - backward stochastic differential equation
UR - http://eudml.org/doc/52167
ER -
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