Convergence of solutions of discrete reflected backward SDE's and simulations (Q925968)
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scientific article; zbMATH DE number 5278769
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of solutions of discrete reflected backward SDE's and simulations |
scientific article; zbMATH DE number 5278769 |
Statements
Convergence of solutions of discrete reflected backward SDE's and simulations (English)
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26 May 2008
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reflected equations
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backward equations
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weak convergence
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discretization
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discrete backward equations
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