A numerical error is either of two kinds of error in a calculation. The first (a rounding error) is caused by the finite precision of computations involving floating ...
In this paper we study numerical methods to approximate the adapted solutions to a class of forward-backward stochastic differential equations (FBSDE's). The almost sure uniform convergence as well as ...
This is a preview. Log in through your library . SIAM Journal on Numerical Analysis contains research articles on the development and analysis of numerical methods ...
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