TSUZUKI MASAO   
Journal of Mathematical Sciences, The University of Tokyo 9(1) 165-215 2002年
We consider a BSDE (backward stochastic differential equation) % \left\{\begin{array}{l} -dY(t)=f(B(\cdot),t,Y(t),Z(t))dt-Z(t)^*dB(t), \\ Y(1)=ξ. \end{array}\right. % We construct backward stochastic difference equations approximating the BSDE...