Funder
Academy of Finland
Finnish Academy of Science and Letters
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference30 articles.
1. R. Avikainen, Convergence rates for approximations of functionals of SDEs, arXiv:0712.3635.
2. Paraproducts and commutators of martingale transforms;Bañuelos;Proc. Amer. Math. Soc.,1988
3. Semi-martingale inequalities via the Garsia-Rodemich-Rumsey Lemma, and applications to local times;Barlow;J. Funct. Anal.,1982
4. Conjugate convex functions in optimal stochastic control;Bismut;J. Math. Anal. Appl.,1973
5. Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs;Bouchard;Radon Series Comp. Appl. Math.,2009
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献