Numerical Method for Multi-Dimensional Coupled Forward-Backward Stochastic Differential Equations Based on Fractional Fourier Fast Transform
Forward-backward stochastic differential equations (FBSDEs) have received more and more attention in the past two decades. FBSDEs can be applied to many fields, such as economics and finance, engineering control, population dynamics analysis, and so on. In most cases, FBSDEs are nonlinear and high-d...
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| Auteurs principaux: | , , , , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
MDPI AG
2023-05-01
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| Collection: | Fractal and Fractional |
| Sujets: | |
| Accès en ligne: | https://www.mdpi.com/2504-3110/7/6/441 |
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