典型文献
AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
文献摘要：
This is one of our series works on numerical methods for mean-field forward back-ward stochastic differential equations(MFBSDEs).In this work,we propose an explicit multistep scheme for MFBSDEs which is easy to implement,and is of high order rate of convergence.Rigorous error estimates of the proposed multistep scheme are presented.Numerical experiments are carried out to show the efficiency and accuracy of the proposed scheme.
文献关键词：
中图分类号：
作者姓名：
Yabing Sun;Jie Yang;Weidong Zhao;Tao Zhou
作者机构：
School of Mathematics,Shandong University,Jinan 250100,China,College of Science,National University of Defense Technology,Changsha 410073,China;School of Mathematics and Statistics,Shandong University,Weihai 264209,China;School of Mathematics and Finance Institute,Shandong University,Jinan 250100,China;LSEC,Institute of Computational Mathematics,Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing 100190,China
文献出处：
引用格式：
[1]Yabing Sun;Jie Yang;Weidong Zhao;Tao Zhou-.AN EXPLICIT MULTISTEP SCHEME FOR MEAN-FIELD FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS)[J].计算数学（英文版）,2022(04):517-540
A类：
MULTISTEP,SCHEME,FORWARD,BACKWARD,STOCHASTIC,DIFFERENTIAL,EQUATIONS,MFBSDEs
B类：
EXPLICIT,MEAN,FIELD,This,one,our,series,works,numerical,methods,mean,field,forward,back,stochastic,differential,equations,In,this,we,explicit,multistep,scheme,which,easy,implement,high,order,rate,convergence,Rigorous,error,estimates,proposed,are,presented,Numerical,experiments,carried,out,show,efficiency,accuracy
AB值：
0.524832
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