A cubature based algorithm to solve decoupled McKean–Vlasov forward–backward stochastic differential equations
Authors:
- P.E. Chaudru de RaynalPRP.E. Chaudru de Raynal
- C.A. Garcia TrillosCTC.A. Garcia Trillos
- 1 June 2015
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 125 (6) , 2206-2255
Abstract
No abstract availableKeywords
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Funding Information
- CNRS/Royal Society project
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