Pages that link to "Item:Q2856036"
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The following pages link to Discrete-Time Approximation of Decoupled Forward‒Backward Stochastic Differential Equations Driven by Pure Jump Lévy Processes (Q2856036):
Displaying 3 items.
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
