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Strong approximations of BSDEs in a domain - MaRDI portal

Strong approximations of BSDEs in a domain (Q605887)

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Strong approximations of BSDEs in a domain
scientific article

    Statements

    title
    Strong approximations of BSDEs in a domain (English)
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    author
    Bruno Bouchard
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    Stéphane Menozzi
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    published in
    Bernoulli
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    publication date
    15 November 2010
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    zbMATH Keywords
    backward SDEs
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    discrete-time approximation
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    first boundary value problem
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    cites work
    Q5520962
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    Q4002114
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    Q4379369
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    Q4029028
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    Identifiers

    DOI
    10.3150/08-BEJ181
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    zbMATH DE Number
    5816134
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    arXiv ID
    0710.1519
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    OpenAlex ID
    W2152068522
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