Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations.

Samuel N. Cohen Robert J. Elliott

Published in: SIAM J. Control. Optim. (2011)

Keyphrases

difference equations
differential equations
partial differential equations
numerical solution
discrete data
fixpoint
dynamical systems
max min
stochastic differential equations
linear systems
numerical methods
image analysis
probabilistic model
logic programs
finite state machines