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A Posteriori Estimates for Backward SDEs - MaRDI portal

A Posteriori Estimates for Backward SDEs (Q5397867)

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scientific article; zbMATH DE number 6261286
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English
A Posteriori Estimates for Backward SDEs
scientific article; zbMATH DE number 6261286

    Statements

    title
    A Posteriori Estimates for Backward SDEs (English)
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    author
    Christian Bender
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    Jessica Steiner
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    publication date
    25 February 2014
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    zbMATH Keywords
    BSDE
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    numerical approximation
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    Monte Carlo simulation
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    Identifiers

    DOI
    10.1137/120878689
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    Mathematics Subject Classification ID
    65C30
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    60H10
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    65C05
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    91G60
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    zbMATH DE Number
    6261286
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    OpenAlex ID
    W2039236761
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