Donsker-type theorem for BSDEs: rate of convergence (Q2040042)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Donsker-type theorem for BSDEs: rate of convergence |
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Donsker-type theorem for BSDEs: rate of convergence (English)
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9 July 2021
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backward stochastic differential equations
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convergence rate
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Donsker's theorem
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finite difference scheme
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scaled random walk
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Wasserstein distance
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