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Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth - MaRDI portal

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Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q6275839)

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scientific article
Language Label Description Also known as
English
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth
scientific article

    Statements

    publication date
    22 July 2016
    0 references
    arXiv classification
    math.PR
    0 references
    math.NA
    0 references
    author
    Arnaud Lionnet
    0 references
    Gonçalo dos Reis
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    Lukasz Szpruch
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    Identifiers

    arXiv ID
    1607.06733
    0 references
    Mathematics Subject Classification ID
    65C30
    0 references
    60H35
    0 references
    60H30
    0 references
    DOI
    10.1214/17-AAP1366
    0 references
    Wikidata QID
    Q129383626
    0 references
     
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