Discretisation of FBSDEs driven by càdlàg martingales (Q892339)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretisation of FBSDEs driven by càdlàg martingales |
scientific article |
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Discretisation of FBSDEs driven by càdlàg martingales (English)
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18 November 2015
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forward-backward stochastic differetial equations
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discretisation
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càdlàg martingales
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jump processes
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semimartingales
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Galtchouck-Kunita-Watanabe decomposition
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