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

    Statements

    title
    Donsker-type theorem for BSDEs (English)
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    author
    Philippe Briand
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    Bernard Delyon
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    Jean Mémin
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    publication date
    9 July 2001
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1214/ECP.v6-1030
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    zbMATH DE Number
    1615218
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    OpenAlex ID
    W2129289929
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