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A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates
, 2020Y. Li, Jie Yang, Weidong Zhao
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Edgeworth type expansions for Euler schemes for stochastic differential equations.
Monte Carlo Methods Appl., 2002V. Konakov, E. Mammen
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Développement asymptotique de la densité d’une diffusion dégénérée
, 1992R. Léandre
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Numerical convergence of backward stochastic differential equation with non-Lipschitz coefficients
, 2015S. Falah, Jicheng Liu
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