{
  "id": "1106.0813",
  "version": "v1",
  "published": "2011-06-04T11:35:36.000Z",
  "updated": "2011-06-04T11:35:36.000Z",
  "title": "Numerical Solutions of Backward Stochastic Differential Equations: A Finite Transposition Method",
  "authors": [
    "Penghui Wang",
    "Xu Zhang"
  ],
  "comment": "4 pages",
  "categories": [
    "math.PR",
    "math.NA"
  ],
  "abstract": "In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-06-04T11:35:36.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "backward stochastic differential equations",
      "finite transposition method",
      "deterministic partial differential equations",
      "method solving deterministic partial",
      "solving deterministic partial differential"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 4,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1106.0813W"
    }
  }
}