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Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation

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References

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2016Malliavin calculus for backward stochastic differential equations and application to numerical solutions53 cited

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2011Strong solution of backward stochastic partial differential equations in C 2 domains50 cited

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

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