The following pages link to (Q2725614):
Displaying 25 items.
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- BS\(\Delta\)Es and BSDEs with non-Lipschitz drivers: comparison, convergence and robustness (Q358147) (← links)
- Weak approximations for Wiener functionals (Q363864) (← links)
- Invariance of statistical causality under convergence (Q553106) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- A weak version of path-dependent functional Itô calculus (Q1621446) (← links)
- Discretizing Malliavin calculus (Q1639664) (← links)
- On the robustness of backward stochastic differential equations. (Q1766046) (← links)
- Stability of Doob-Meyer decomposition under extended convergence (Q1879125) (← links)
- Estimating processes in adapted Wasserstein distance (Q2117454) (← links)
- Backward stochastic differential equations with mean reflection and two constraints (Q2123434) (← links)
- All adapted topologies are equal (Q2210750) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- Discretization of backward semilinear stochastic evolution equations (Q2507644) (← links)
- Scaling limit for stochastic control problems in population dynamics (Q2701092) (← links)
- Optimal Switching in Finite Horizon under State Constraints (Q2818218) (← links)
- Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
- Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift (Q4964789) (← links)
- Approximation of BSDE with non Lipschitz coefficient (Q5024368) (← links)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- Stability of solutions of BSDEs with random terminal time (Q5429571) (← links)
- Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations (Q5930983) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Expansion of a filtration with a stochastic process: the information drift (Q6164100) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
