The convolution method for the numerical solution of forward-backward stochastic differential equations (FBSDEs) was originally formulated using Euler time discretizations and a uniform space grid. In this paper, we utilize a tree-like spatial discretization that approximates the BSDE on the...

We define a class of not necessarily linear C0-semigroups (Pt)t≥0 on Cb(E) (more generally, on Cκ(E):=1κCb(E), for some growth bounding continuous function κ) equipped with the mixed topology τM1 for a large class of topological state spaces E. In the linear case we prove that such...