{"paper":{"title":"Discrete-time approximation of multidimensional BSDEs with oblique reflections","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Idris Kharroubi, Jean-Francois Chassagneux, Romuald Elie","submitted_at":"2012-10-04T12:12:33Z","abstract_excerpt":"In this paper, we study the discrete-time approximation of multidimensional reflected BSDEs of the type of those presented by Hu and Tang [Probab. Theory Related Fields 147 (2010) 89-121] and generalized by Hamad\\`ene and Zhang [Stochastic Process. Appl. 120 (2010) 403-426]. In comparison to the penalizing approach followed by Hamad\\`{e}ne and Jeanblanc [Math. Oper. Res. 32 (2007) 182-192] or Elie and Kharroubi [Statist. Probab. Lett. 80 (2010) 1388-1396], we study a more natural scheme based on oblique projections. We provide a control on the error of the algorithm by introducing and studying"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1210.1407","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}