Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658)

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Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver
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    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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