Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations

DOI10.3150/BJ/1161614951zbMATH Open1136.60351OpenAlexW1981151146MaRDI QIDQ882887FDOQ882887

Authors: Jean-Philippe Lemor, Xavier Warin, Emmanuel Gobet

Publication date: 24 May 2007

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1161614951

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