Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879)

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scientific article; zbMATH DE number 7079341
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English
Numerical approximation of general Lipschitz BSDEs with branching processes
scientific article; zbMATH DE number 7079341

    Statements

    title
    Numerical approximation of general Lipschitz BSDEs with branching processes (English)
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    author
    Bruno Bouchard
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    Xiaolu Tan
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    Xavier Warin
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    publication date
    11 July 2019
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    cites work

    Identifiers

    Mathematics Subject Classification ID
    60H35
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    60H10
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    60J80
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    65C05
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    zbMATH DE Number
    7079341
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    OpenAlex ID
    W2963493040
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    arXiv ID
    1710.10933
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