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Volumn 18, Issue 5, 2003, Pages 397-412
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Numerical solution of quasilinear parabolic equations and backward stochastic differential equations
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Author keywords
[No Author keywords available]
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Indexed keywords
ALGORITHMS;
BOUNDARY VALUE PROBLEMS;
DIFFERENTIAL EQUATIONS;
ESTIMATION;
LINEAR EQUATIONS;
PROBABILITY;
PROBLEM SOLVING;
RANDOM PROCESSES;
BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS;
CAUCHY PROBLEM;
EULER METHOD;
FIXED DISCRETIZATION;
PROBABILISTIC REPRESENTATION;
QUASI-LINEAR PARABOLIC EQUATIONS;
NONLINEAR EQUATIONS;
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EID: 0344981382
PISSN: 09276467
EISSN: None
Source Type: Journal
DOI: 10.1163/156939803770736015 Document Type: Article |
Times cited : (8)
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References (9)
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