RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR
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Publication:5358112
DOI10.1017/S0269964816000498zbMath1414.91391MaRDI QIDQ5358112
Publication date: 19 September 2017
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
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