Pages that link to "Item:Q379046"
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The following pages link to Mean-square convergence of numerical approximations for a class of backward stochastic differential equations (Q379046):
Displaying 6 items.
- Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases (Q492172) (← links)
- Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations (Q882887) (← links)
- Mean-square convergence of numerical methods for random ordinary differential equations (Q2021772) (← links)
- Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process (Q3168702) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)
- Convergence of Recent Multistep Schemes for a Forward-Backward Stochastic Differential Equation (Q5372031) (← links)
