Approximation of BSDE with non Lipschitz coefficient (Q5024368)
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scientific article; zbMATH DE number 7466725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of BSDE with non Lipschitz coefficient |
scientific article; zbMATH DE number 7466725 |
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Approximation of BSDE with non Lipschitz coefficient (English)
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31 January 2022
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backward stochastic differential equation
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Lipschitz condition
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Euler scheme
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