Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gobet, Emmanuel, Richou, Adrien, Szpruch, Lukasz
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.09034