Donsker-type theorem for BSDEs (Q5936795)
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scientific article; zbMATH DE number 1615218
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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