In this paper we study numerical methods to approximate the adapted solutions to a class of forward-backward stochastic differential equations (FBSDE's). The almost sure uniform convergence as well as ...

Continuation of APPM 4650. Examines numerical solution of initial-value problems and two-point boundary-value problems for ordinary differential equations. Also looks at numerical methods for solving ...

This is a preview. Log in through your library . Abstract In this paper a general numerical method for solving Riemann problems is discussed. It can be used to solve the Riemann problems of various ...