ODE-Based Multistep Schemes for Backward Stochastic Differential Equations

IF 0.9 4区 数学 Q2 MATHEMATICS Journal of Computational Mathematics Pub Date : 2023-06-01 DOI:10.4208/nmtma.oa-2023-0060
Shuixin Fang and Weidong Zhao
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基于ode的倒向随机微分方程多步格式
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来源期刊
CiteScore
1.80
自引率
0.00%
发文量
1130
审稿时长
2 months
期刊介绍: Journal of Computational Mathematics (JCM) is an international scientific computing journal founded by Professor Feng Kang in 1983, which is the first Chinese computational mathematics journal published in English. JCM covers all branches of modern computational mathematics such as numerical linear algebra, numerical optimization, computational geometry, numerical PDEs, and inverse problems. JCM has been sponsored by the Institute of Computational Mathematics of the Chinese Academy of Sciences.
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