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pro vyhledávání: '"speed of convergence MSC codes : 65C30 60H35 60G50 65G99"'
Publikováno v:
Bernoulli 26, no. 1 (2020), 159-190
In this paper, we consider the random walk approximation of the solution of a Markovian BSDE whose terminal condition is a locally Hölder continuous function of the Brownian motion. We state the rate of the L2-convergence of the approximated solutio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2076a93bf2ad39a910b873f3705b702b
http://arxiv.org/abs/1806.07674
http://arxiv.org/abs/1806.07674
