Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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Publication:1291953
DOI10.1007/s004400050214zbMath0953.60059OpenAlexW2128802446MaRDI QIDQ1291953
Publication date: 22 January 2001
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050214
backward stochastic differential equationslimit theoremnonlinear Doob-Meyer decompositionnonlinear expectation operator
Generalizations of martingales (60G48) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99)
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