On approximation of the backward stochastic differential equation (Q2453615): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1305.3728 / rank | |||
Normal rank |
Revision as of 07:30, 19 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On approximation of the backward stochastic differential equation |
scientific article |
Statements
On approximation of the backward stochastic differential equation (English)
0 references
10 June 2014
0 references
backward SDE
0 references
approximation of solutions
0 references
small noise asymptotics
0 references