L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension
Purpose – The main motivation of this paper is to present the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established. Design/methodology/approach – The authors establish a...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2025-01-01
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| Series: | Arab Journal of Mathematical Sciences |
| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/AJMS-09-2023-0024/full/pdf |
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