✦ LIBER ✦

Numberical Method for Backward Stochastic Differential Equations

✍ Scribed by Ma, Jin; Protter, Philip; San Martín, Jaime; Torres, Soledad

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical methods for forward-backward s

✍ Douglas, Jim; Ma, Jin; Protter, Philip 📂 Article 📅 1996 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 466 KB

Perturbed backward stochastic differenti

✍ Svetlana Janković; Miljana Jovanović; Jasmina Djordjević 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 330 KB

On backward stochastic differential equa

✍ Kunitha, Hiroshi 📂 Article 📅 1982 🏛 Informa UK (Taylor & Francis) ⚖ 517 KB

Anticipated backward stochastic differen

✍ Peng, Shige; Yang, Zhe 📂 Article 📅 2009 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 235 KB

Jensen’s Inequality for Backward Stochas

✍ Long Jiang 📂 Article 📅 2006 🏛 Coastal and Estuarine Research Federation 🌐 English ⚖ 158 KB

Semi-linear degenerate backward stochast

✍ Du, Kai; Zhang, Qi 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 281 KB