Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases (Q492172)

The author ``present[s] a review of some recently obtained results on [the] estimation of the solution of a backward stochastic differential equation in the Markovian case.'' Two of these results can be found in [\textit{G. Samvel} and \textit{Y. Kutoyants}, Armen. J. Math. 7, No. 1, 59--79 (2015; Zbl 1322.60123)] and [\textit{Y. A. Kutoyants} and \textit{L. Zhou}, J. Stat. Plann. Inference 150, 111--123 (2014; Zbl 1287.62017)].