Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658): Difference between revisions
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backward stochastic differential equations | |||
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backward stochastic difference equations | |||
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weak convergence | |||
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random walks | |||
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Poisson random measure | |||
| Property / zbMATH Keywords: Poisson random measure / rank | |||
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Lévy process | |||
| Property / zbMATH Keywords: Lévy process / rank | |||
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infinite jump-activity | |||
| Property / zbMATH Keywords: infinite jump-activity / rank | |||
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Revision as of 14:23, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver |
scientific article |
Statements
Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (English)
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4 April 2016
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backward stochastic differential equations
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backward stochastic difference equations
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weak convergence
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random walks
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Poisson random measure
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Lévy process
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infinite jump-activity
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