Discretization of backward semilinear stochastic evolution equations (Q2507644): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2006.01.003
+Normal rank
@@ Property / OpenAlex ID @@
+W2074655359
@@ Property / OpenAlex ID: W2074655359 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4357509
@@ Property / cites work: Q4357509 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4356591
@@ Property / cites work: Q4356591 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration
+Normal rank
@@ Property / cites work @@
+Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration''
+Normal rank
@@ Property / cites work @@
+Donsker-type theorem for BSDEs
@@ Property / cites work: Donsker-type theorem for BSDEs / rank @@
+Normal rank
@@ Property / cites work @@
+On the robustness of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward semilinear stochastic evolution equation
+Normal rank
@@ Property / cites work @@
+Q3774629
@@ Property / cites work: Q3774629 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2725614
@@ Property / cites work: Q2725614 / rank @@
+Normal rank