RICHARDSON EXTRAPOLATION OF THE CRANK-NICOLSON SCHEME FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS.
| Autor: | YAFEI XU1 xuyafei@mail.sdu.edu.cn, WEIDONG ZHAO1 wdzhao@sdu.edu.cn |
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| Zdroj: | International Journal of Numerical Analysis & Modeling. 2024, Vol. 21 Issue 2, p268-294. 27p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
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