Convergence rate for random walk approximations of mean field BSDEs

Fuente: arXiv

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Bibliographic Details
Main Authors:	Djehiche, Boualem, Geiss, Hannah, Geiss, Stefan, Labart, Céline, Nykänen, Jani
Format:	Preprint
Published:	2024
Subjects:	Probability 60H10, 60G50, 65C30, 60H35, 65G99
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.14212