Donsker-type theorem for BSDEs (Q5936795)
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scientific article; zbMATH DE number 1615218
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| English | Donsker-type theorem for BSDEs |
scientific article; zbMATH DE number 1615218 |
Statements
Donsker-type theorem for BSDEs (English)
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9 July 2001
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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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0.8594475388526917
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0.8388593792915344
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0.7771167755126953
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0.7743035554885864
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