Limit theorem and uniqueness theorem of backward stochastic differential equations (Q867793): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:28, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorem and uniqueness theorem of backward stochastic differential equations |
scientific article |
Statements
Limit theorem and uniqueness theorem of backward stochastic differential equations (English)
0 references
16 February 2007
0 references
The paper proves a convergence result in small time for solutions of a backward stochastic differential equation.
0 references
backward stochastic differential equation
0 references
generator
0 references
