{"id":"https://openalex.org/W2963242003","doi":"https://doi.org/10.1515/mcma-2017-0116","title":"Numerical approximation of BSDEs using local polynomial drivers and branching processes","display_name":"Numerical approximation of BSDEs using local polynomial drivers and branching processes","publication_year":2017,"publication_date":"2017-11-03","ids":{"openalex":"https://openalex.org/W2963242003","doi":"https://doi.org/10.1515/mcma-2017-0116","mag":"2963242003"},"language":"en","primary_location":{"id":"doi:10.1515/mcma-2017-0116","doi":"https://doi.org/10.1515/mcma-2017-0116","is_oa":false,"landing_page_url":"https://doi.org/10.1515/mcma-2017-0116","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-40","russia-white-list-3"],"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1612.06790","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5030868049","display_name":"Bruno Bouchard","orcid":"https://orcid.org/0000-0002-4716-1253","observed_orcids":["https://orcid.org/0000-0002-4716-1253"]},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I171048554","display_name":"Centre de Recherche en Math\u00e9matiques de la D\u00e9cision","ror":"https://ror.org/03s0gj002","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I2746051580","https://openalex.org/I4210141950","https://openalex.org/I56435720"]},{"id":"https://openalex.org/I2746051580","display_name":"Universit\u00e9 Paris Sciences et Lettres","ror":"https://ror.org/013cjyk83","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580"]},{"id":"https://openalex.org/I56435720","display_name":"Universit\u00e9 Paris Dauphine-PSL","ror":"https://ror.org/052bz7812","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580","https://openalex.org/I56435720"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Bruno Bouchard","raw_affiliation_strings":["Universit\u00e9 Paris-Dauphine , PSL Research University , CNRS, UMR [7534], Ceremade, 75016 Paris , France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 Paris-Dauphine , PSL Research University , CNRS, UMR [7534], Ceremade, 75016 Paris , France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I2746051580","https://openalex.org/I56435720"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102846973","display_name":"Xiaolu Tan","orcid":"https://orcid.org/0000-0002-9707-5265","observed_orcids":["https://orcid.org/0000-0002-9707-5265"]},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I171048554","display_name":"Centre de Recherche en Math\u00e9matiques de la D\u00e9cision","ror":"https://ror.org/03s0gj002","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I2746051580","https://openalex.org/I4210141950","https://openalex.org/I56435720"]},{"id":"https://openalex.org/I2746051580","display_name":"Universit\u00e9 Paris Sciences et Lettres","ror":"https://ror.org/013cjyk83","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580"]},{"id":"https://openalex.org/I56435720","display_name":"Universit\u00e9 Paris Dauphine-PSL","ror":"https://ror.org/052bz7812","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580","https://openalex.org/I56435720"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Xiaolu Tan","raw_affiliation_strings":["Universit\u00e9 Paris-Dauphine , PSL Research University , CNRS, UMR [7534], Ceremade, 75016 Paris , France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 Paris-Dauphine , PSL Research University , CNRS, UMR [7534], Ceremade, 75016 Paris , France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I2746051580","https://openalex.org/I56435720"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5000513018","display_name":"Xavier Warin","orcid":"https://orcid.org/0000-0002-1784-2875","observed_orcids":["https://orcid.org/0000-0002-1784-2875"]},"institutions":[{"id":"https://openalex.org/I4210143116","display_name":"\u00c9lectricit\u00e9 de France (France)","ror":"https://ror.org/03wb8xz10","country_code":"FR","type":"company","lineage":["https://openalex.org/I4210143116"]},{"id":"https://openalex.org/I4405261524","display_name":"Laboratoire de Finance des March\u00e9s de l'\u00c9nergie","ror":"https://ror.org/05eedav07","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I142476485","https://openalex.org/I2746051580","https://openalex.org/I4210108488","https://openalex.org/I4210137396","https://openalex.org/I4210145102","https://openalex.org/I4210150854","https://openalex.org/I4405261524","https://openalex.org/I56435720","https://openalex.org/I84009706"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Xavier Warin","raw_affiliation_strings":["EDF/R&D , Laboratoire de Finance des March\u00e9s de l\u2019Energie , 92141 Clamart Cede , France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"EDF/R&D , Laboratoire de Finance des March\u00e9s de l\u2019Energie , 92141 Clamart Cede , France","institution_ids":["https://openalex.org/I4210143116","https://openalex.org/I4405261524"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5109350933","display_name":"Yiyi Zou","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I171048554","display_name":"Centre de Recherche en Math\u00e9matiques de la D\u00e9cision","ror":"https://ror.org/03s0gj002","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I2746051580","https://openalex.org/I4210141950","https://openalex.org/I56435720"]},{"id":"https://openalex.org/I2746051580","display_name":"Universit\u00e9 Paris Sciences et Lettres","ror":"https://ror.org/013cjyk83","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580"]},{"id":"https://openalex.org/I56435720","display_name":"Universit\u00e9 Paris Dauphine-PSL","ror":"https://ror.org/052bz7812","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580","https://openalex.org/I56435720"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Yiyi Zou","raw_affiliation_strings":["Universit\u00e9 Paris-Dauphine , PSL Research University , CNRS, UMR [7534], Ceremade, 75016 Paris , France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 Paris-Dauphine , PSL Research University , CNRS, UMR [7534], Ceremade, 75016 Paris , France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I2746051580","https://openalex.org/I56435720"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":6,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2400,"currency":"EUR","value_usd":2712},"apc_paid":null,"fwci":6.6548,"has_fulltext":true,"cited_by_count":30,"citation_normalized_percentile":{"value":0.96618286,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"23","issue":"4","first_page":"241","last_page":"263"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11416","display_name":"Numerical methods for differential equations","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/backward-stochastic-differential-equations","display_name":"backward stochastic differential equations","score":1.0},{"id":"https://openalex.org/keywords/numerical-approximation","display_name":"numerical approximation","score":0.7250000238418579},{"id":"https://openalex.org/keywords/branching-processes","display_name":"branching processes","score":0.9200000166893005},{"id":"https://openalex.org/keywords/branching-diffusion","display_name":"branching diffusion","score":0.7549999952316284},{"id":"https://openalex.org/keywords/picard-iteration","display_name":"Picard iteration","score":0.9860000014305115},{"id":"https://openalex.org/keywords/convergence-analysis","display_name":"convergence analysis","score":0.8880000114440918},{"id":"https://openalex.org/keywords/time-horizon","display_name":"time horizon","score":0.4970000088214874}],"concepts":[{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.7717840671539307},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6946492791175842},{"id":"https://openalex.org/C22324862","wikidata":"https://www.wikidata.org/wiki/Q652707","display_name":"Lipschitz continuity","level":2,"score":0.6492974162101746},{"id":"https://openalex.org/C206175624","wikidata":"https://www.wikidata.org/wiki/Q595731","display_name":"Branching (polymer chemistry)","level":2,"score":0.6474918127059937},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5596677660942078},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5029284358024597},{"id":"https://openalex.org/C157449380","wikidata":"https://www.wikidata.org/wiki/Q1030759","display_name":"Fixed-point iteration","level":3,"score":0.4644833207130432},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.4417306184768677},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.42687565088272095},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.41872546076774597},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.24324020743370056},{"id":"https://openalex.org/C61445026","wikidata":"https://www.wikidata.org/wiki/Q217608","display_name":"Fixed point","level":2,"score":0.1597118377685547},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1515/mcma-2017-0116","doi":"https://doi.org/10.1515/mcma-2017-0116","is_oa":false,"landing_page_url":"https://doi.org/10.1515/mcma-2017-0116","pdf_url":null,"source":{"id":"https://openalex.org/S142132501","display_name":"Monte Carlo Methods and Applications","issn_l":"0929-9629","issn":["0929-9629","1569-3961"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-40","russia-white-list-3"],"host_organization":"https://openalex.org/P4310313990","host_organization_name":"De Gruyter","host_organization_lineage":["https://openalex.org/P4310313990"],"host_organization_lineage_names":["De Gruyter"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Monte Carlo Methods and Applications","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1612.06790","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1612.06790","pdf_url":"https://arxiv.org/pdf/1612.06790","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:HAL:hal-01419981v2","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-01419981","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Monte Carlo Methods and Applications, 2017, 23 (4), pp.241-263. &#x27E8;10.1515/mcma-2017-0116&#x27E9;","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:basepub.dauphine.psl.eu:123456789/17241","doi":null,"is_oa":false,"landing_page_url":"https://basepub.dauphine.fr/handle/123456789/17241","pdf_url":null,"source":{"id":"https://openalex.org/S4306401007","display_name":"Base Institutionnelle de Recherche de l'universit\u00e9 Paris-Dauphine (BIRD) (University Paris-Dauphine)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I102197404","host_organization_name":"Universit\u00e9 Paris-Sud","host_organization_lineage":["https://openalex.org/I102197404"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article accept\u00e9 pour publication ou publi\u00e9"},{"id":"doi:10.48550/arxiv.1612.06790","doi":"https://doi.org/10.48550/arxiv.1612.06790","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1612.06790","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1612.06790","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1612.06790","pdf_url":"https://arxiv.org/pdf/1612.06790","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G3846589334","display_name":"Control and simulAtion of Electrical Systems, interAction and RobustnesS","funder_award_id":"ANR-15-CE05-0024","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"},{"id":"https://openalex.org/G5730576010","display_name":"Interacting Systems and Optimal Transportation, Applications to Computational Economics.","funder_award_id":"ANR-12-MONU-0013","funder_id":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche"},{"id":"https://openalex.org/G8066741431","display_name":"Mathematical Methods for Robust Financial Risk Management","funder_award_id":"321111","funder_id":"https://openalex.org/F4320338352","funder_display_name":"FP7 Ideas: European Research Council"}],"funders":[{"id":"https://openalex.org/F4320320883","display_name":"Agence Nationale de la Recherche","ror":"https://ror.org/00rbzpz17"},{"id":"https://openalex.org/F4320321048","display_name":"AXA Research Fund","ror":"https://ror.org/02zxqxw53"},{"id":"https://openalex.org/F4320331267","display_name":"Fondation du Risque","ror":"https://ror.org/01c3q7502"},{"id":"https://openalex.org/F4320338352","display_name":"FP7 Ideas: European Research Council","ror":"https://ror.org/0472cxd90"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2963242003.pdf","grobid_xml":"https://content.openalex.org/works/W2963242003.grobid-xml"},"referenced_works_count":25,"referenced_works":["https://openalex.org/W184693517","https://openalex.org/W1484837109","https://openalex.org/W1515836157","https://openalex.org/W1520669850","https://openalex.org/W1564449693","https://openalex.org/W1655517863","https://openalex.org/W1970476229","https://openalex.org/W1972194505","https://openalex.org/W1975076156","https://openalex.org/W2024309428","https://openalex.org/W2043281212","https://openalex.org/W2046331573","https://openalex.org/W2071276955","https://openalex.org/W2072373192","https://openalex.org/W2073001881","https://openalex.org/W2078895915","https://openalex.org/W2109191232","https://openalex.org/W2157883119","https://openalex.org/W2162870748","https://openalex.org/W2167018969","https://openalex.org/W2293641753","https://openalex.org/W2403013574","https://openalex.org/W2952358298","https://openalex.org/W3100778108","https://openalex.org/W4255975175"],"related_works":["https://openalex.org/W3185235544","https://openalex.org/W2897842840","https://openalex.org/W2911623553","https://openalex.org/W4297791327","https://openalex.org/W2397777611","https://openalex.org/W1502031429","https://openalex.org/W2417585376","https://openalex.org/W1994157709","https://openalex.org/W4294336468","https://openalex.org/W2570224107"],"abstract_inverted_index":{"Abstract":[0],"We":[1,17],"propose":[2],"a":[3,29,44,57],"new":[4],"numerical":[5,69,83],"scheme":[6,84],"for":[7,56],"Backward":[8],"Stochastic":[9],"Differential":[10],"Equations":[11],"(BSDEs)":[12],"based":[13,73],"on":[14,67,74,87],"branching":[15,49,75],"processes.":[16],"approximate":[18],"an":[19],"arbitrary":[20],"(Lipschitz)":[21],"driver":[22],"by":[23,42],"local":[24],"polynomials":[25],"and":[26],"then":[27],"use":[28],"Picard":[30,37],"iteration":[31,38],"scheme.":[32],"Each":[33],"step":[34],"of":[35,48,71,81,99],"the":[36,54,64,68,79,88,97,100],"can":[39],"be":[40],"solved":[41],"using":[43],"representation":[45],"in":[46],"terms":[47],"diffusion":[50],"systems,":[51],"thus":[52],"avoiding":[53],"need":[55],"fine":[58],"time":[59,89],"discretization.":[60],"In":[61],"contrast":[62],"to":[63,95],"previous":[65],"literature":[66],"resolution":[70],"BSDEs":[72],"processes,":[76],"we":[77],"prove":[78],"convergence":[80],"our":[82],"without":[85],"limitation":[86],"horizon.":[90],"Numerical":[91],"simulations":[92],"are":[93],"provided":[94],"illustrate":[96],"performance":[98],"algorithm.":[101]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":8},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2}],"updated_date":"2026-10-15T10:00:46.086208","created_date":"2025-10-10T00:00:00"}
