Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence |
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Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (English)
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10 November 2021
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Euler's polygonal line method
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backward stochastic differential equations
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monotonicity condition
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sub-quadratic growth
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BMO martingales
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