Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion
type: Item
instance of: scholarly article
title: Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion
author: Lianzi Jiang
author: Mingshang Hu
published in: Stochastics and Dynamics
publication date: 2025-01-17T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G65
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7969384
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: \(G\)-Brownian motion
zbMATH Keywords: discrete approximation scheme
zbMATH Keywords: error estimates
zbMATH Keywords: convergence rate
MaRDI profile type: Publication
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DOI: 10.1142/S0219493724500424
description: scientific article; zbMATH DE number 7969384