{"paper":{"title":"Discrete time approximation of decoupled Forward-Backward SDE driven by pure jump L\\'evy-processes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Soufiane Aazizi","submitted_at":"2011-10-23T16:00:44Z","abstract_excerpt":"We present a new algorithms to discretize a decoupled forward backward stochastic differential equations driven by pure jump L\\'evy process (FBSDEL in short). The method is built in two steps. Firstly, we approximate the FBSDEL by a forward backward stochastic differential equations driven by a Brownian motion and Poisson process (FBSDEBP in short), in which we replace the small jumps by a Brownian motion. Then, we prove the convergence of the approximation when the size of small jumps $\\eps$ goes to 0. In the second step, we obtain the $L^p$ H\\\"older continuity of the solution of FBSDEBP and "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1110.5059","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"}