On the boundedness of a solution of a system of non-linear differential equations
Pavol Šoltés (1976)
Archivum Mathematicum
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Displaying similar documents to “Approximating the Fock space with the toy Fock space”
On the boundedness of a solution of a system of non-linear differential equations
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We define approximation schemes for generalized backward stochastic differential systems, considered in the Markovian framework. More precisely, we propose a mixed approximation scheme for the following backward stochastic variational inequality: where ∂φ is the subdifferential operator of a convex lower semicontinuous function φ and (X t)t∈[0;T] is the unique solution of a forward stochastic differential equation. We use an Euler type scheme for the system of decoupled forward-backward...
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