SECOND-ORDER NUMERICAL SCHEMES FOR DECOUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS

Weidong Zhao, Wei Zhang, Guannan Zhang

Journal of Computational Mathematics ›› 2017, Vol. 35 ›› Issue (2) : 213-244.

PDF(251 KB)
中国科学院数学与系统科学研究院期刊网
JCM
PDF(251 KB)
Journal of Computational Mathematics ›› 2017, Vol. 35 ›› Issue (2) : 213-244. DOI: 10.4208/jcm.1612-m2015-0245

SECOND-ORDER NUMERICAL SCHEMES FOR DECOUPLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Computational Mathematics, 2017, 35(2): 213-244 https://doi.org/10.4208/jcm.1612-m2015-0245

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(251 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉