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Deferred Correction Methods for Forward Backward Stochastic Differential Equations
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- Journal:
- Numerical Mathematics: Theory, Methods and Applications / Volume 10 / Issue 2 / May 2017
- Published online by Cambridge University Press:
- 09 May 2017, pp. 222-242
- Print publication:
- May 2017
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On the Backward Euler Approximation of the Stochastic Allen-Cahn Equation
- Part of
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- Journal:
- Journal of Applied Probability / Volume 52 / Issue 2 / June 2015
- Published online by Cambridge University Press:
- 30 January 2018, pp. 323-338
- Print publication:
- June 2015
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- Article
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