A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates.
Autor: | Sun, Yongwang1 zhaowj@sdu.edu.cn, Zhao, Weidong1, Zhao, Wenju1 zhaowj@sdu.edu.cn |
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Zdroj: | ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN). Jan/Feb2024, Vol. 58 Issue 1, p23-46. 24p. |
Databáze: | Academic Search Ultimate |
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