TY  - JOUR
AU  - Peng, Shige
AU  - Xu, Mingyu
TI  - Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2011
SP  - 335
EP  - 360
VL  - 45
IS  - 2
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/m2an/2010059/
DO  - 10.1051/m2an/2010059
LA  - en
ID  - M2AN_2011__45_2_335_0
ER  -