Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation |
scientific article |
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Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (English)
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31 October 2018
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backward stochastic differential equations
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quadratic growth
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\(G\)-Brownian motion
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discretization
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fully nonlinear PDEs
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