A numerical algorithm for a class of BSDEs via the branching process (Q2434758): Difference between revisions

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Latest revision as of 07:50, 7 July 2024

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A numerical algorithm for a class of BSDEs via the branching process
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    A numerical algorithm for a class of BSDEs via the branching process (English)
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    7 February 2014
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    numerical algorithm
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    BSDEs
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    branching process
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    viscosity solution
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    path dependent PDEs
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