Contributions to the numerics of quadratic backward SDEs and probability on turbulence
<p>In this thesis, we first study the numerical scheme of path-dependent quadratic backward stochastic differential equations (quadratic BSDE or QBSDE for short). Under the assumption that the terminal condition is of the form Φ(X), where Φ is a Lipschitz function on D(R<sup>m</sup>...
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| Format: | Thesis |
| Language: | English |
| Published: |
2021
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