An Euler scheme for BSDEs via the Wiener chaos decomposition

Fuente: arXiv
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Main Authors: Lozano, Pere Díaz, Di Nunno, Giulia
Format: Preprint
Published: 2025
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author Lozano, Pere Díaz
Di Nunno, Giulia
author_facet Lozano, Pere Díaz
Di Nunno, Giulia
contents The Euler scheme is a standard time discretization for BSDEs, but its implementation hinges on approximating conditional expectations and the associated martingale terms at each time step. We propose an implementation based on the Wiener chaos decomposition to approximate these quantities. In contrast to many numerical schemes that rely on a forward-backward (Markovian) structure, our approach accommodates arbitrary $\mathcal{F}_T$-measurable square-integrable terminal conditions. We provide a comprehensive convergence analysis and illustrate the method on several numerical examples.
format Preprint
id arxiv_https___arxiv_org_abs_2512_16418
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle An Euler scheme for BSDEs via the Wiener chaos decomposition
Lozano, Pere Díaz
Di Nunno, Giulia
Numerical Analysis
Probability
65C30, 60H35, 60H07, 65C05, 65G99
The Euler scheme is a standard time discretization for BSDEs, but its implementation hinges on approximating conditional expectations and the associated martingale terms at each time step. We propose an implementation based on the Wiener chaos decomposition to approximate these quantities. In contrast to many numerical schemes that rely on a forward-backward (Markovian) structure, our approach accommodates arbitrary $\mathcal{F}_T$-measurable square-integrable terminal conditions. We provide a comprehensive convergence analysis and illustrate the method on several numerical examples.
title An Euler scheme for BSDEs via the Wiener chaos decomposition
topic Numerical Analysis
Probability
65C30, 60H35, 60H07, 65C05, 65G99
url https://arxiv.org/abs/2512.16418