Discrete time approximation of BSDEs driven by a Lévy process (Q5324866): Difference between revisions

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+BSDE associated with Lévy processes and application to PDIE
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+The Euler scheme for Lévy driven stochastic differential equations: limit theorems.
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+On Lévy processes, Malliavin calculus and market models with jumps
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+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
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+The Euler scheme for Lévy driven stochastic differential equations
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+A numerical scheme for BSDEs
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