| 题名 | A numerical method for forward-backward stochastic equations with delay and anticipated term |
| 作者 | |
| 通讯作者 | Zhang, Shuaiqi |
| 发表日期 | 2019-06
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| DOI | |
| 发表期刊 | |
| ISSN | 0167-7152
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| EISSN | 1879-2103
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| 卷号 | 149页码:107-115 |
| 摘要 | This paper deals with numerical scheme for a forward-backward stochastic differential system with delay and anticipated term. By a discretization technique, we prove that the scheme converges in the strong L-2 sense. The numerical implementation is demonstrated by an example. (C) 2019 Elsevier B.V. All rights reserved. |
| 关键词 | |
| 相关链接 | [来源记录] |
| 收录类别 | |
| 语种 | 英语
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| 学校署名 | 其他
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| 资助项目 | Southern University of Science and Technology[Y01286120]
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| WOS研究方向 | Mathematics
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| WOS类目 | Statistics & Probability
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| WOS记录号 | WOS:000474504800014
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| 出版者 | |
| 来源库 | Web of Science
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| 引用统计 |
被引频次[WOS]：3
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| 成果类型 | 期刊论文 |
| 条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/25776 |
| 专题 | 理学院_数学系 工学院_材料科学与工程系 |
| 作者单位 | 1.Guangdong Univ Technol, Sch Econ & Commerce, Guangzhou 510520, Guangdong, Peoples R China 2.Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Peoples R China |
| 推荐引用方式 GB/T 7714 |
Zhang, Shuaiqi,Xiong, Jie. A numerical method for forward-backward stochastic equations with delay and anticipated term[J]. STATISTICS & PROBABILITY LETTERS,2019,149:107-115.
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| APA |
Zhang, Shuaiqi,&Xiong, Jie.(2019).A numerical method for forward-backward stochastic equations with delay and anticipated term.STATISTICS & PROBABILITY LETTERS,149,107-115.
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| MLA |
Zhang, Shuaiqi,et al."A numerical method for forward-backward stochastic equations with delay and anticipated term".STATISTICS & PROBABILITY LETTERS 149(2019):107-115.
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| 条目包含的文件 | 条目无相关文件。 | |||||
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