Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
type: Item
instance of: scholarly article
title: Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
zbMATH Open document ID: 1136.60351
author: Jean-Philippe Lemor
author: Xavier Warin
author: Emmanuel Gobet
published in: Bernoulli
publication date: 2007-05-24T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5156986
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1161614951
OpenAlex ID: W1981151146
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DOI: 10.3150/BJ/1161614951
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description: scientific article; zbMATH DE number 5156986