Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions (Q2515917)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions |
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Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions (English)
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7 August 2015
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backward stochastic differential equations
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approximation schemes
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Malliavin calculus
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representation theorem
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a priori estimates
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