A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case (Q6224176)

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scientific article; zbMATH DE number 900128122
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A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case
scientific article; zbMATH DE number 900128122

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    publication date
    15 March 2011
    0 references
    arXiv ID
    1103.3029
    0 references
    arXiv classification
    math.AP
    0 references
    author
    Idris Kharroubi
    0 references
    Thomas Lim
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