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20092013
most citedWeak error expansion of the implicit Euler scheme

3 citations · 6 across the 4 of their papers we have counts for

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math.PR2009★ 2 cited

On the discretization of backward doubly stochastic differential equations

Omar Aboura

In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After provin…