QUINTIC SPLINE METHOD FOR SOLVING TWO POINT BOUNDARY VALUE PROBLEMS
We use uniform quintic spline polynomial functions to develop a new spline method for solving second order boundary value problems. The present method is of order four and is capable of producing approximations for the solution as well as its first, second, third, fourth and fifth derivatives over the range of integration. The convergence analysis of the method is discussed and a bound for the error is derived. Numerical example and comparison with other fourth order spline methods are presented to demonstrate our conclusion.
We deal with a multidimensional Markovian backward stochastic differential equation driven by a Poisson random measure and independent Brownian motion (BSDEJ for short).
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This paper tackles a stochastic control problem involving a backward stochastic
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