Mean-square convergence of numerical approximations for a class of backward stochastic differential equations (Q379046)

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scientific article; zbMATH DE number 6226226
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Mean-square convergence of numerical approximations for a class of backward stochastic differential equations
scientific article; zbMATH DE number 6226226

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    Mean-square convergence of numerical approximations for a class of backward stochastic differential equations (English)
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    12 November 2013
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    backward stochastic differential equations
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    mean-square order of convergence
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