CONVERGENCE AND QUALITATIVE PROPERTIES OF MODIFIED EXPLICIT SCHEMES FOR BSDES WITH POLYNOMIAL GROWTH - NOVA Math

CONVERGENCE AND QUALITATIVE PROPERTIES OF MODIFIED EXPLICIT SCHEMES FOR BSDES WITH POLYNOMIAL GROWTH

NOVA Math > NOVA Math > NOVA Math Publications > CONVERGENCE AND QUALITATIVE PROPERTIES OF MODIFIED EXPLICIT SCHEMES FOR BSDES WITH POLYNOMIAL GROWTH

NOVA Math Publications

Statistics and Risk Management

Article
Lionnet,A;dos Reis,G;Szpruch,L
ANNALS OF APPLIED PROBABILITY

2018
28
4
2544-2591
10.1214/17-aap1366