Optimal convergence rates of splitting-up methods for general non-linear backward stochastic PDEs

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Juzhou Li, Yunzhang Li, Jingtang Ma, Shanjian Tang

DOI: 10.2139/ssrn.6216336

Cited by: 0

References: 15

Fields of Study & Subjects

Stochastic processes and financial applications Differential Equations and Boundary Problems Nonlinear Partial Differential Equations

References 15