Discretisation of FBSDEs driven by càdlàg martingales (Q892339)
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scientific article; zbMATH DE number 6511571
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| English | Discretisation of FBSDEs driven by càdlàg martingales |
scientific article; zbMATH DE number 6511571 |
Statements
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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0.8300361633300781
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0.8204029202461243
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0.8180831670761108
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0.8061991333961487
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