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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square convergence of numerical approximations for a class of backward stochastic differential equations |
scientific article; zbMATH DE number 6226226 |
Statements
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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