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¡¾×÷Õß(±ØÌî)¡¿ Weidong Zhao, Lifeng Chen, Shige Peng ¡¾ÎÄÌâ(±ØÌî)¡¿ A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations ¡¾ÆÚ¿¯Ãû,Äê·Ý,¾í(ÆÚ),ÆðÖ¹Ò³Âë(±ØÌî)¡¿ SIAM J. Scientific Computing 2006, 28£¬1563-1581 ------------------------ ¡¾×÷Õß(±ØÌî)¡¿ ÐíÃ÷Óî ¡¾ÎÄÌâ(±ØÌî)¡¿ ·´ÉäÐ͵¹ÏòËæ»ú΢·Ö·½³Ì£ºÀíÂÛ¡¢ÊýÖµ·ÖÎö¼°ÊýֵģÄâ ¡¾ÆÚ¿¯Ãû,Äê·Ý,¾í(ÆÚ),ÆðÖ¹Ò³Âë(±ØÌî)¡¿ ɽ¶«´óѧ 2005 ²©Ê¿Ñ§Î»ÂÛÎÄ ------------------------ ¡¾×÷Õß(±ØÌî)¡¿ Omid S. Fard and Ali V. Kamyad ¡¾ÎÄÌâ(±ØÌî)¡¿ A numerical scheme to solve nonlinear bsdes with lipschitz and non-lipschitz coefficients ¡¾ÆÚ¿¯Ãû,Äê·Ý,¾í(ÆÚ),ÆðÖ¹Ò³Âë(±ØÌî)¡¿ Journal of Applied Mathematics and Computing Volume 18, Numbers 1-2 / 2005Äê3ÔÂ73-93 |
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