Type of Publication: Article in Journal

Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using Shot Noise Series Representations

Author(s):

Massing, T.

Title of Journal:

ESAIM: Probability and Statistics

Publication Date:

2023

Number of Issue:

27

pages:

694-722

Digital Object Identifier (DOI):

doi:10.1051/ps/2023013

Citation:

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