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
Zdroj: ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN). Jan/Feb2024, Vol. 58 Issue 1, p23-46. 24p.
Databáze: Academic Search Ultimate