Pages that link to "Item:Q2856036"

The following pages link to Discrete-time approximation of decoupled forward-backward stochastic differential equations driven by pure jump Lévy processes (Q2856036):

Displaying 8 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)
• Jump-adapted discretization schemes for Lévy-driven SDEs (Q607278) (← links)
• Discrete-time approximation of decoupled Forward-Backward SDE with jumps (Q2469490) (← links)
• Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions (Q2515917) (← links)
• A decomposition approach for the discrete-time approximation of FBSDEs with a jump (Q2516016) (← links)
• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)