2 results
Mean square rate of convergence for random walk approximation of forward-backward SDEs
- Part of
-
- 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
-
- Article
- Export citation
Mean reflected stochastic differential equations with jumps
- Part of
-
- Journal:
- Advances in Applied Probability / Volume 52 / Issue 2 / June 2020
- Published online by Cambridge University Press:
- 15 July 2020, pp. 523-562
- Print publication:
- June 2020
-
- Article
- Export citation