Approximation Of Forward Backward Stochastic Differential Equations By Forward Backward Stochastic Difference Equations
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Date
2016-09-21
Journal Title
Journal ISSN
Volume Title
Publisher
慶應義塾大学理工学研究科
Abstract
Description
修士（理学）, 2016, 基礎理工学専攻
Keywords
Forward Backward Stochastic Differential Equation, Forward Backward Stochastic Difference Equation, Approximation