Donsker-type theorem for BSDEs (Q5936795)

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scientific article; zbMATH DE number 1615218
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Donsker-type theorem for BSDEs
scientific article; zbMATH DE number 1615218

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    Donsker-type theorem for BSDEs (English)
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    9 July 2001
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    backward stochastic differential equation (BSDE)
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    stability of BSDEs
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    weak convergence of filtrations
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    discretization
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