Strong approximations of BSDEs in a domain (Q605887)

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scientific article; zbMATH DE number 5816134
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    Strong approximations of BSDEs in a domain
    scientific article; zbMATH DE number 5816134

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      Strong approximations of BSDEs in a domain (English)
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      15 November 2010
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      backward SDEs
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      discrete-time approximation
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      first boundary value problem
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