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Path regularity and explicit convergence rate for BSDE with truncated quadratic growth

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Cited by

2016Numerical simulation of quadratic BSDEs58 cited
2012Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition57 cited
2016Malliavin calculus for backward stochastic differential equations and application to numerical solutions53 cited
2011

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Numerical simulation of BSDEs with drivers of quadratic growth

46 cited

2011Malliavin calculus for backward stochastic differential equations and application to numerical solutions45 cited

2015A cubature based algorithm to solve decoupled McKean–Vlasov forward–backward stochastic differential equations33 cited

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

2015Time discretization of FBSDE with polynomial growth drivers and reaction–diffusion PDEs32 cited