摘要
Convergence of Solutions of Discrete Reflected Backward SDE's and Simulations—Jean Mémin,Shi-ge Peng,Ming-yu Xu The objective of this paper is to introduce elementary discrete reflected backward equa- tions and to give a simple method to discretize in time a(continuous)reflected backward equation.A presentation of numerical simulations is also described.
出处
《应用数学学报》
CSCD
北大核心
2008年第1期190-192,共3页
Acta Mathematicae Applicatae Sinica
