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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.PR2011★ 1 cited

A regression Monte-Carlo method for Backward Doubly Stochastic Differential Equations

Omar Aboura

This paper extends the idea of E.Gobet, J.P.Lemor and X.Warin from the setting of Backward Stochastic Differential Equations to that of Backward Doubly Stochastic Differential equa…