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20062021
most citedConvergence rate of stability problems of SDEs with (dis-)continuous coefficients

3 citations · 3 across the 6 of their papers we have counts for

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math.PR2018

Newton-Kantorovitch method for decoupled forward-backward stochastic differential equations

Dai Taguchi, Takahiro Tsuchiya

We present and prove a Newton-Kantorovitch method for solving decoupled forward-backward stochastic differential equations (FBSDEs) involving smooth coefficients with uniformly bou…