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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scientific article; zbMATH DE number 6562538
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| English | Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver |
scientific article; zbMATH DE number 6562538 |
Statements
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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0.8536987900733948
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0.8419120907783508
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0.8044676780700684
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0.8044676780700684
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0.7956626415252686
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