On Donsker type theorem for discretely reflected backward SDEs (Q2814505)
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scientific article; zbMATH DE number 6596357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Donsker type theorem for discretely reflected backward SDEs |
scientific article; zbMATH DE number 6596357 |
Statements
22 June 2016
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backward stochastic differential equations
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discrete reflection
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Donsker-type theorem
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discretization
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convergence of filtrations
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Skorokhod topology
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On Donsker type theorem for discretely reflected backward SDEs (English)
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