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(1994), or for partial differential equations, see Pardoux (1999) or also the book Pardoux & Răşcanu (2014).
A third strand is about the discrete-time approximation of FBSDEs, which this paper aims to contribute [...] Letters 14(1), 55–61. URL: https://doi.org/10.1016/0167-6911(90)90082-6
Pardoux, E. & Răşcanu, A. (2014), Stochastic Differential Equations, Backward SDEs, Partial Differential Equations, Vol. 69, Springer …