Pages that link to "Item:Q1805768"

The following pages link to Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration (Q1805768):

Displaying 16 items.

• BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
• Stochastic differential utility as the continuous-time limit of recursive utility (Q402100) (← links)
• A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
• On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
• Corrigendum to ``Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration'' (Q1613620) (← links)
• A weak version of path-dependent functional Itô calculus (Q1621446) (← links)
• Numerical method for backward stochastic differential equations (Q1872402) (← links)
• Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
• Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757) (← links)
• Discretization of backward semilinear stochastic evolution equations (Q2507644) (← links)
• Discrete-Time Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes (Q2856036) (← links)
• Stability results for martingale representations: The general case (Q5240180) (← links)
• Stability of solutions of BSDEs with random terminal time (Q5429571) (← links)
• Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations (Q5930983) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)