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	An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations
	Sun Y.; Zhao W.
刊名	Numerical Algorithms
	2019
关键词	Error estimates Mean-field forward backward stochastic differential equation Monte Carlo method Stability analysis Weak-order 2.0 Taylor scheme
DOI	10.1007/s11075-019-00754-2
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4548335
专题	山东大学
作者单位	1.School of Mathematics, Shandong University, Jinan, Shandong, China 2.School of Mathematics, Shandong University, Jinan, Shandong, Ch
推荐引用方式 GB/T 7714	Sun Y.,Zhao W.. An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations[J]. Numerical Algorithms,2019.
APA	Sun Y.,&Zhao W..(2019).An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations.Numerical Algorithms.
MLA	Sun Y.,et al."An explicit second-order numerical scheme for mean-field forward backward stochastic differential equations".Numerical Algorithms (2019).

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