OpenAlex | A parallel four step domain decomposition scheme for coupled forward–backward stochastic differential equations

A parallel four step domain decomposition scheme for coupled forward–backward stochastic differential equations

Work

Year: 2011

Type: article

Source: Journal de Mathématiques Pures et Appliquées

Author Minh-Binh Tran

Institutions Laboratoire Analyse, Géométrie et Applications, Université Sorbonne Paris Nord

Cites: 36

Cited by: 8

Related to: 10

FWCI: 0.88

Citation percentile (by year/subfield): 82.7

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze