Numerical Algorithms for Forward-Backward Stochastic Differential Equations
- 期刊名称SIAM Journal on Scientific Computing
- 作者Milstein, G. N.; Tretyakov, M. V.
- 卷第28卷
- 期第2期
- 印刷ISSN1064-8275
- 电子ISSN1095-7197
- 文件大小249.30KB
- 发表时间2006-01
- DOI10.1137/040614426
- 页码561-582
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