Error expansion for the discretization of backward stochastic differential equations (Q886110): Difference between revisions

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Revision as of 09:40, 26 June 2024

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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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