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"Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations."

Xu Wang, Weidong Zhao, Tao Zhou (2022)

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DOI: 10.1137/21M1444679

access: closed

type: Journal Article

metadata version: 2023-08-28

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  dblp key:
  - journals/siamnum/WangZZ22
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  - https://dblp.org/rec/journals/siamnum/WangZZ22
Xu Wang, Weidong Zhao, Tao Zhou:
Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations. SIAM J. Numer. Anal. 60(4): 1799-1823 (2022)

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