Limit theorem and uniqueness theorem of backward stochastic differential equations (Q867793)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorem and uniqueness theorem of backward stochastic differential equations |
scientific article |
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Limit theorem and uniqueness theorem of backward stochastic differential equations (English)
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16 February 2007
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The paper proves a convergence result in small time for solutions of a backward stochastic differential equation.
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backward stochastic differential equation
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generator
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