Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection
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We study quantitative stability of the solutions to Markovian quadratic reflected BSDEs with bounded terminal data. By virtue of the BMO martingale and change of measure techniques, we obtain the estimate of the variation of the solutions in terms of the difference of the driven forward processes. In addition, we propose a truncated discrete-time numerical scheme for quadratic reflected BSDEs, and obtain the explicit rate of convergence by applying the quantitative stability result.
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