Some analytic approximations for backward stochastic differential equations

DOI10.2298/FIL2007235DzbMath1499.60248OpenAlexW3127583856MaRDI QIDQ5865298

Jasmina Djordjević

Publication date: 13 June 2022

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil2007235d

zbMATH Keywords

iterative methodbackward stochastic differential equations\(Z\)-algorithmconvergence with probability one and in the \(p\)-th moment

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

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