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In this work,we propose a class of explicit θ-schemes for solving mean-field backward stochastic differential equations.
Explicit θ-schemes for mean-field backward stochastic differential equations
【摘 要】
：
In this work,we propose a class of explicit θ-schemes for solving mean-field backward stochastic differential equations.
【机 构】
：
山东大学数学院山东省济南市250100山东大学数学院山东省济南市250100中科院数学院北京市100000
【出 处】
：
第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议
【发表日期】
：
2019年8期
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