A generalized $\theta$-scheme for solving backward stochastic differential equations

Published 2012 View Full Article

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Title
A generalized $\theta$-scheme for solving backward stochastic differential equations
Authors
Keywords
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Journal
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B
Volume 17, Issue 5, Pages 1585-1603
Publisher
American Institute of Mathematical Sciences (AIMS)
Online
2012-03-23
DOI
10.3934/dcdsb.2012.17.1585
References
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