Numerical schemes for multivalued backward stochastic differential systems
نویسندگان
چکیده
منابع مشابه
Numerical Method for Backward Stochastic Differential Equations
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ژورنال
عنوان ژورنال: Central European Journal of Mathematics
سال: 2011
ISSN: 1895-1074,1644-3616
DOI: 10.2478/s11533-011-0131-y