Error expansion for the discretization of backward stochastic differential equations (Q886110): Difference between revisions
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scientific article
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English | Error expansion for the discretization of backward stochastic differential equations |
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Error expansion for the discretization of backward stochastic differential equations (English)
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26 June 2007
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backward stochastic differential equation
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discretization scheme
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Malliavin calculus
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semi-linear parabolic PDE
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