A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients.
Fard, Omid S. ; Kamyad, Ali V.
Journal of Applied Mathematics, Tome 2004 (2004), p. 461-477 / Harvested from The Electronic Library of Mathematics
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Publié le : 2004-01-01
DOI : https://doi.org/10.1155/S1110757X04401168
EUDML-ID : urn:eudml:doc:52167 
@article{02220779,
     title = {A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients.},
     journal = {Journal of Applied Mathematics},
     volume = {2004},
     year = {2004},
     pages = {461-477},
     doi = {10.1155/S1110757X04401168},
     zbl = {1082.60050},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02220779}
}

Fard, Omid S.; Kamyad, Ali V. A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients.. Journal of Applied Mathematics, Tome 2004 (2004) pp. 461-477. doi : 10.1155/S1110757X04401168. http://gdmltest.u-ga.fr/item/02220779/