Weak approximation of second-order BSDEs (Q748313)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of second-order BSDEs |
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Weak approximation of second-order BSDEs (English)
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20 October 2015
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backward stochastic differential equations
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martingales
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weak approximation
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numerical scheme
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robustness
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