Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations (Q6175909)
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scientific article; zbMATH DE number 7730439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations |
scientific article; zbMATH DE number 7730439 |
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Approximations for adapted M-solutions of type-II backward stochastic Volterra integral equations (English)
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21 August 2023
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backward stochastic Volterra integral equations
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adapted M-solutions
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BSDE approximations
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Euler-Maruyama scheme
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\(L^2\)-time regularity
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