The Forward-Backward Stochastic Heat Equation: Numerical...

SIAM Journal on Scientific Computing 2016 / 01 Vol. 38; Iss. 5

The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation

Dunst, Thomas, Prohl, Andreas
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Volume:
38
Language:
english
Journal:
SIAM Journal on Scientific Computing
DOI:
10.1137/15M1022951
Date:
January, 2016
File:
PDF, 1.46 MB
english, 2016
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