%0 Journal Article
%A Peng, Shige
%A Xu, Mingyu
%T Numerical algorithms for backward stochastic differential equations with 1-d brownian motion: Convergence and simulations
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2011
%P 335-360
%V 45
%N 2
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/m2an/2010059/
%R 10.1051/m2an/2010059
%G en
%F M2AN_2011__45_2_335_0