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Approximation of BSDE with non Lipschitz coefficient - MaRDI portal

Approximation of BSDE with non Lipschitz coefficient (Q5024368)

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scientific article; zbMATH DE number 7466725
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English
Approximation of BSDE with non Lipschitz coefficient
scientific article; zbMATH DE number 7466725

    Statements

    title
    Approximation of BSDE with non Lipschitz coefficient (English)
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    publication date
    31 January 2022
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    zbMATH Keywords
    backward stochastic differential equation
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    Lipschitz condition
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    Euler scheme
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    Identifiers

    zbMATH DE Number
    7466725
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    OpenAlex ID
    W3134140667
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