On approximation of the backward stochastic differential equation (Q2453615)

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On approximation of the backward stochastic differential equation
scientific article

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    title
    On approximation of the backward stochastic differential equation (English)
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    author
    Li Zhou
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    Yury A. Kutoyants
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    publication date
    10 June 2014
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    Mathematics Subject Classification ID
    62M05
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    60H10
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    62F12
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    zbMATH DE Number
    6302191
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    zbMATH Keywords
    backward SDE
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    approximation of solutions
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    small noise asymptotics
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    OpenAlex ID
    W2964103088
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    arXiv ID
    1305.3728
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    Wikidata QID
    Q115345202
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