# Approximation scheme for solutions of backward stochastic differential equations via the representation theorem

Mohamed El Otmani^{[1]}

- [1] Faculty of Sciences Semlalia Department of Mathematics Cadi Ayyad University BP 2390 Marrakesh MOROCCO

Annales mathématiques Blaise Pascal (2006)

- Volume: 13, Issue: 1, page 17-29
- ISSN: 1259-1734

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topEl Otmani, Mohamed. "Approximation scheme for solutions of backward stochastic differential equations via the representation theorem." Annales mathématiques Blaise Pascal 13.1 (2006): 17-29. <http://eudml.org/doc/10526>.

@article{ElOtmani2006,

abstract = {We are interested in the approximation and simulation of solutions for the backward stochastic differential equations. We suggest two approximation schemes, and we study the $\mathbb\{L\}^2$ induced error.},

affiliation = {Faculty of Sciences Semlalia Department of Mathematics Cadi Ayyad University BP 2390 Marrakesh MOROCCO},

author = {El Otmani, Mohamed},

journal = {Annales mathématiques Blaise Pascal},

language = {eng},

month = {1},

number = {1},

pages = {17-29},

publisher = {Annales mathématiques Blaise Pascal},

title = {Approximation scheme for solutions of backward stochastic differential equations via the representation theorem},

url = {http://eudml.org/doc/10526},

volume = {13},

year = {2006},

}

TY - JOUR

AU - El Otmani, Mohamed

TI - Approximation scheme for solutions of backward stochastic differential equations via the representation theorem

JO - Annales mathématiques Blaise Pascal

DA - 2006/1//

PB - Annales mathématiques Blaise Pascal

VL - 13

IS - 1

SP - 17

EP - 29

AB - We are interested in the approximation and simulation of solutions for the backward stochastic differential equations. We suggest two approximation schemes, and we study the $\mathbb{L}^2$ induced error.

LA - eng

UR - http://eudml.org/doc/10526

ER -

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