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Time Discretization of Fbsde with Polynomial Growth Drivers and Reactiondiffusion Pdes
AuthID
P-00P-YTQ
3
Author(s)
Lionnet, A
·
Reis, GD
·
Szpruch, L
Document Type
Article
Year published
2015
Published
in
Annals of Applied Probability,
ISSN: 1050-5164
Volume: 25, Issue: 5, Pages: 2563-2625
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Scopus
®
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19
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Publication Identifiers
DOI
:
10.1214/14-aap1056
Scopus
: 2-s2.0-84941591714
Source Identifiers
ISSN
: 1050-5164
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