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Cited article:

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IMA Journal of Numerical Analysis 44 (6) 3393 (2024)
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Numerical methods for backward stochastic differential equations: A survey

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Strong error estimates for a space-time discretization of the linear-quadratic control problem with the stochastic heat equation with linear noise

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IMA Journal of Numerical Analysis 42 (4) 3386 (2022)
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Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs

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