Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations

Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations

Bibliographic Details
Main Authors:	Dai Taguchi, Takahiro Tsuchiya
Format:	Article
Language:	English
Published:	Texas State University 2021-12-01
Series:	Electronic Journal of Differential Equations
Subjects:	stochastic differential equation newton-type methods rate of convergence
Online Access:	http://ejde.math.txstate.edu/Volumes/2021/98/abstr.html

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