Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (Q1999911): Difference between revisions

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Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions
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    Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions (English)
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    27 June 2019
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    asymptotic expansion
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    discretization
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    quadratic-growth BSDEs
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