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Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations***
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- Journal:
- ESAIM: Mathematical Modelling and Numerical Analysis / Volume 45 / Issue 2 / March 2011
- Published online by Cambridge University Press:
- 24 August 2010, pp. 335-360
- Print publication:
- March 2011
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Determination of a controllable set for a controlled dynamic system
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- Journal:
- Journal of the Australian Mathematical Society. Series B. Applied Mathematics / Volume 33 / Issue 2 / October 1991
- Published online by Cambridge University Press:
- 17 February 2009, pp. 164-179
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