Discretizing a backward stochastic differential equation.
Zhang, Yinnan ; Zheng, Weian
International Journal of Mathematics and Mathematical Sciences, Tome 30 (2002), p. 103-116 / Harvested from The Electronic Library of Mathematics
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Publié le : 2002-01-01
DOI : https://doi.org/10.1155/S0161171202110234
EUDML-ID : urn:eudml:doc:49808 
@article{01852873,
     title = {Discretizing a backward stochastic differential equation.},
     journal = {International Journal of Mathematics and Mathematical Sciences},
     volume = {30},
     year = {2002},
     pages = {103-116},
     doi = {10.1155/S0161171202110234},
     zbl = {1006.60050},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01852873}
}

Zhang, Yinnan; Zheng, Weian. Discretizing a backward stochastic differential equation.. International Journal of Mathematics and Mathematical Sciences, Tome 30 (2002) pp. 103-116. doi : 10.1155/S0161171202110234. http://gdmltest.u-ga.fr/item/01852873/