In this paper, a computational technique is proposed for solving a nonlinear backward stochastic\ndifferential equation involving standard Brownian motion. The method is presented via the block pulse\nfunctions in combination with the collocation method. With using this approach, the nonlinear backward\nstochastic differential is reduced to a stochastic nonlinear system of 2m equations and 2m unknowns.\nThen, the error analysis is done by some preliminaries. Finally, some numerical examples demonstrate\napplicability and accuracy of this method.
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