This article focuses on the existence of a true solution near a numerical approximate solution of random differential equations which can generate random dy
The main issue for solving high-dimensional FBSDEs is to build an efficient spatial discretization,and deal with the related high-dimensional conditional ex
This work gives a review of numerical methods for solving the BSDEs,especially,finite difference methods.For numerical methods of finite difference,we shoul
This article explores some geometric structures and algebraic properties of the dynamical system which is presented by the linear matrix differential equati
Stochastic standard projection technique,as an efficient approach to simulate stochastic differential equations on manifolds,is widely used in practical app