Limit theorem and uniqueness theorem of backward stochastic differential equations (Q867793): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s11425-006-2024-2 / rank
 
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Latest revision as of 14:53, 25 June 2024

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Limit theorem and uniqueness theorem of backward stochastic differential equations
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    Limit theorem and uniqueness theorem of backward stochastic differential equations (English)
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    16 February 2007
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    The paper proves a convergence result in small time for solutions of a backward stochastic differential equation.
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    backward stochastic differential equation
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    generator
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