Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations (Q6175909)
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scientific article; zbMATH DE number 7730439
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| English | Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations |
scientific article; zbMATH DE number 7730439 |
Statements
Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations (English)
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21 August 2023
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backward stochastic Volterra integral equations
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adapted M-solutions
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BSDE approximations
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Euler-Maruyama scheme
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\(L^2\)-time regularity
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0.8222490549087524
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0.8188269734382629
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0.8132107257843018
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0.8110648393630981
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0.8100053668022156
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