Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion (Q6665576)
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scientific article; zbMATH DE number 7969384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion |
scientific article; zbMATH DE number 7969384 |
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Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion (English)
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17 January 2025
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backward stochastic differential equation
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\(G\)-Brownian motion
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discrete approximation scheme
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error estimates
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convergence rate
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