Approximation and error analysis of forward–backward SDEs driven by general Lévy processes using shot noise series representations (Q6133927)
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scientific article; zbMATH DE number 7730456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation and error analysis of forward–backward SDEs driven by general Lévy processes using shot noise series representations |
scientific article; zbMATH DE number 7730456 |
Statements
Approximation and error analysis of forward–backward SDEs driven by general Lévy processes using shot noise series representations (English)
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21 August 2023
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decoupled forward-backward SDEs with jumps
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Lévy processes
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shot noise series representation
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discrete-time approximation
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Euler scheme
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