Strong approximations of BSDEs in a domain (Q605887): Difference between revisions
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Revision as of 01:44, 5 March 2024
scientific article
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English | Strong approximations of BSDEs in a domain |
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Strong approximations of BSDEs in a domain (English)
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15 November 2010
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backward SDEs
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discrete-time approximation
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first boundary value problem
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