Time discretization and Markovian iteration for coupled FBSDEs

DOI10.1214/07-AAP448zbMath1142.65005arXiv0801.3203MaRDI QIDQ2476402

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Publication date: 19 March 2008

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.3203

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