"A Discrete Time Approximations for Certain Class of One-Dimensional Backward Stochastic Differential Equations via Girsanov's Theorem" by Aissa Sghir, Driss Seghir et al.

Article Title

A Discrete Time Approximations for Certain Class of One-Dimensional Backward Stochastic Differential Equations via Girsanov's Theorem

Authors

Aissa Sghir, Université Mohammed PremierFollow
Driss Seghir, Université Moulay Ismail, Zitoune, MoroccoFollow
Soukaina Hadiri, Université Moulay Ismail, Zitoune, MoroccoFollow

DOI

10.31390/cosa.12.1.02

Recommended Citation

Sghir, Aissa; Seghir, Driss; and Hadiri, Soukaina (2018) "A Discrete Time Approximations for Certain Class of One-Dimensional Backward Stochastic Differential Equations via Girsanov's Theorem," Communications on Stochastic Analysis: Vol. 12: No. 1, Article 2.
DOI: 10.31390/cosa.12.1.02
Available at: https://repository.lsu.edu/cosa/vol12/iss1/2

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