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
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:46, 30 January 2024
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)
0 references
4 April 2016
0 references
backward stochastic differential equations
0 references
backward stochastic difference equations
0 references
weak convergence
0 references
random walks
0 references
Poisson random measure
0 references
Lévy process
0 references
infinite jump-activity
0 references
