Strong approximations of BSDEs in a domain (Q605887)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Strong approximations of BSDEs in a domain
scientific article

    Statements

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