scientific article; zbMATH DE number 1809850

MaRDI QIDQ3150294zbMATH OpenFDO

Authors Toshiyuki Nakayama

Publication date 15 May 2003

Full work available at URL http://journal.ms.u-tokyo.ac.jp/pdf/jms090202.pdf

zbMATH Keywords

backward stochastic differential equationsdiscrete time approximation

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Numerical solutions to stochastic differential and integral equations (65C30)

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(8)

• Stochastic Bihari inequality and applications to BSDE
• Analytical Approximations of BSDEs with Nonsmooth Driver
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