Some analytic approximations for backward stochastic differential equations (Q5865298)
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scientific article; zbMATH DE number 7540551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some analytic approximations for backward stochastic differential equations |
scientific article; zbMATH DE number 7540551 |
Statements
Some analytic approximations for backward stochastic differential equations (English)
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13 June 2022
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backward stochastic differential equations
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iterative method
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convergence with probability one and in the \(p\)-th moment
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\(Z\)-algorithm
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