A Nonequidistant Multistep Scheme for Second Order Backward Stochastic Differential Equations with Applications to Stochastic Optimal Control
Crossref DOI link: https://doi.org/10.1007/s40819-025-01875-0
Published Online: 2025-03-11
Published Print: 2025-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pak, Chol-Gyu
Hwang, Ho-Jin
Kim, Mun-Chol
Text and Data Mining valid from 2025-03-11
Version of Record valid from 2025-03-11
Article History
Accepted: 24 February 2025
First Online: 11 March 2025
Declarations
:
: Not Applicable.