Some fine properties of backward stochastic differential equations

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A numerical scheme for BSDEs (2004, background): “3 of [22], Z is also càdlàg if, in addition to Assumption 2.”
Time discretization and Markovian iteration for coupled FBSDEs (2008, methodology): “Otherwise the FBSDE is decoupled and the Theorem is proved in Zhang (2004). We follow similar arguments as in Theorem 5.”
Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs (2005, methodology): “Then, we have lim sup N→∞ √ N |Y N s − v(s, x)| < ∞ ; see, for instance, Zhang [52], Bally and Pagès [3], Bouchard and Touzi [9], and Gobet et al.”
Discrete time approximation of decoupled Forward-Backward SDE with jumps (2008, methodology): “This extends to our framework the remarkable result derived by Zhang [28, 29] in the no-jump case and allows us to show that our discrete-time scheme achieves the optimal convergence rate n−1/2.”
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004, background): “Notice that (Y π, Zπ) differs from the approximation scheme suggested in [27] which involves the computation of (2d+ 1) conditional expectations at each step.”