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"Approximation of BSDEs with super-linearly growing generators by Euler's ..."

Yunzhang Li, Shanjian Tang (2021)

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DOI: 10.1016/J.SYSCONLE.2021.104952

access: closed

type: Journal Article

metadata version: 2021-06-15

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Yunzhang Li, Shanjian Tang:
Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: A simple proof of the existence. Syst. Control. Lett. 153: 104952 (2021)

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