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On the robustness of backward stochastic differential equations

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Cited by

2010Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach52 cited
2018A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations48 cited
2018Existence and uniqueness results for BSDE with jumps: the whole nine yards42 cited
2014BSDEs under partial information and financial applications

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40 cited

2010Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations40 cited

2013BS$\Delta$Es and BSDEs with non-Lipschitz drivers: Comparison, convergence and robustness39 cited

2016Simulation of BSDEs with jumps by Wiener Chaos expansion35 cited

2023Numerical methods for backward stochastic differential equations: A survey32 cited

2015Numerical Stability Analysis of the Euler Scheme for BSDEs29 cited

2008Convergence of solutions of discrete reflected backward SDE’s and simulations26 cited

2017Lp solutions of backward stochastic differential equations with jumps24 cited