Tuan Anh Nguyen

On the speed of convergence of Picard iterations of backward stochastic differential equations

Thomas Kruse, Martin Hutzenthaler, Tuan Anh Nguyen, 2021 .

Multilevel Picard approximations for McKean-Vlasov stochastic differential equations pdf

Thomas Kruse, Martin Hutzenthaler, Tuan Anh Nguyen, 2021, Journal of Mathematical Analysis and Applications.