RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR

Publisher: Cambridge University Press

E-ISSN: 1469-8951|31|2|207-225

ISSN: 0269-9648

Source: Probability in the Engineering and Informational Sciences, Vol.31, Iss.2, 2017-01, pp. : 207-225

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract