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Donsker-Type Theorem for BSDEs

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2014Simulation of BSDEs by Wiener chaos expansion71 cited
2002On the robustness of backward stochastic differential equations71 cited
2021Multilevel Picard iterations for solving smooth semilinear parabolic heat equations69 cited

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2009Error estimates of the $\theta$-scheme for backward stochastic differentialequations58 cited

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2010On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights50 cited

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

2005The Steepest Descent Method for Forward-Backward SDEs39 cited

2016Simulation of BSDEs with jumps by Wiener Chaos expansion35 cited

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