Asymptotic properties of coupled forward–backward stochastic differential equations (Q5170134): Difference between revisions
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Revision as of 19:06, 5 March 2024
scientific article; zbMATH DE number 6318399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of coupled forward–backward stochastic differential equations |
scientific article; zbMATH DE number 6318399 |
Statements
Asymptotic properties of coupled forward–backward stochastic differential equations (English)
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18 July 2014
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forward-backward stochastic differential equations
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large deviation principle
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Meyer-Zheng topology
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quasi-martingale
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convergence of distributions
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almost sure convergence
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