Backward stochastic differential equations (BSDEs) have emerged as a pivotal mathematical tool in the analysis of complex systems across finance, physics and engineering. Their formulation, generally ...

Finite-difference approximations for the first derivative, valid halfway between equidistant gridpoints, are in general much more accurate than the corresponding approximations, which are valid at ...

This is a preview. Log in through your library . Abstract Some iterative methods are developed for the solution of a forward-backward heat equation. Lower bounds for the rates of convergence of the ...