Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection (Q2671657)
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English | Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection |
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Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection (English)
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3 June 2022
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quadratic BSDE with reflection
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stability of solutions
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discretely reflected BSDE
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rate of convergence
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