STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION

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Bibliographic Details
Main Author:	YUAN PENG
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2016
Subjects:	stochastic mesh, high-dimensional,BSDE
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/124168
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-124168
record_format	dspace
spelling	sg-nus-scholar.10635-1241682016-06-09T16:16:39Z STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION YUAN PENG MATHEMATICS ZHOU CHAO stochastic mesh, high-dimensional,BSDE Master's MASTER OF SCIENCE 2016-05-31T18:00:50Z 2016-05-31T18:00:50Z 2016-01-12 Thesis YUAN PENG (2016-01-12). STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/124168 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	stochastic mesh, high-dimensional,BSDE
spellingShingle	stochastic mesh, high-dimensional,BSDE YUAN PENG STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS YUAN PENG
format	Theses and Dissertations
author	YUAN PENG
author_sort	YUAN PENG
title	STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
title_short	STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
title_full	STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
title_fullStr	STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
title_full_unstemmed	STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION
title_sort	stochastic mesh methods for high dimensional backward stochastic differential equation
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/124168
_version_	1681095997769383936

STOCHASTIC MESH METHODS FOR HIGH DIMENSIONAL BACKWARD STOCHASTIC DIFFERENTIAL EQUATION

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