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20072024
most citedFreidlin-Wentzell LDP in path space for McKean-Vlasov equations and the Functional Iterated Logarithm Law

77 citations · 329 across the 29 of their papers we have counts for

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Showing 2016 · math.PRShow all

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math.PR2016★ 1 cited

Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth

Arnaud Lionnet, Gonçalo dos Reis, Lukasz Szpruch

The theory of Forward-Backward Stochastic Differential Equations (FBSDEs) paves a way to probabilistic numerical methods for nonlinear parabolic PDEs. The majority of the results o…