We consider backward stochastic differential equations with convex constraints on the gains (or intensity-of-noise) process. Existence and uniqueness of a minimal solution are established in the case ...
This paper studies the rate of convergence of an appropriate discretization scheme of the solution of the McKean-Vlasov equation introduced by Bossy and Talay. More specifically, we consider ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback