On approximation of the backward stochastic differential equation (Q2453615): Difference between revisions
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Latest revision as of 10:54, 2 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximation of the backward stochastic differential equation |
scientific article |
Statements
On approximation of the backward stochastic differential equation (English)
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10 June 2014
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backward SDE
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approximation of solutions
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small noise asymptotics
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