Numerical Solution of Backward Stochastic Differential Equations Driven by Brownian Motion through Block Pulse Functions
نویسندگان
چکیده
منابع مشابه
Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion
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existence and measurability of the solution of the stochastic differential equations driven by fractional brownian motion
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ژورنال
عنوان ژورنال: Indian Journal of Science and Technology
سال: 2013
ISSN: 0974-6846,0974-5645
DOI: 10.17485/ijst/2014/v7i3.10