2 results
Mean square rate of convergence for random walk approximation of forward-backward SDEs
- Part of
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- Journal:
- Advances in Applied Probability / Volume 52 / Issue 3 / September 2020
- Published online by Cambridge University Press:
- 24 September 2020, pp. 735-771
- Print publication:
- September 2020
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On first exit times and their means for Brownian bridges
- Part of
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- Journal:
- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
- Published online by Cambridge University Press:
- 01 October 2019, pp. 701-722
- Print publication:
- September 2019
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