Zakharov Alexey Vladimirovich

Publications in Math-Net.Ru

1. On a method for approximate solving a backward stochastic differential equation
   
   Num. Meth. Prog., 4:1 (2003),  336–347
2. On stability of the solution to a backward stochastic differential equation
   
   Num. Meth. Prog., 4:1 (2003),  327–335