Complementary proofs to "Approximation of discrete BSDE using least-squares regression"

Emmanuel Gobet (1) , Plamen Turkedjiev (2)

1 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
2 Institut für Mathematik [Berlin]

This short note gives complementary proofs to our work "Approximation of discrete BSDE using least-squares regression" (Gobet-Turkedjiev 2011), of which we follow the notations and assumptions.

Domaines: Probabilités [math.PR]

Emmanuel Gobet, Plamen Turkedjiev. Complementary proofs to "Approximation of discrete BSDE using least-squares regression". 2011. ⟨hal-00642656⟩