Discretisation of FBSDEs driven by càdlàg martingales (Q892339)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Discretisation of FBSDEs driven by càdlàg martingales |
scientific article; zbMATH DE number 6511571
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discretisation of FBSDEs driven by càdlàg martingales |
scientific article; zbMATH DE number 6511571 |
Statements
Discretisation of FBSDEs driven by càdlàg martingales (English)
0 references
18 November 2015
0 references
forward-backward stochastic differetial equations
0 references
discretisation
0 references
càdlàg martingales
0 references
jump processes
0 references
semimartingales
0 references
Galtchouck-Kunita-Watanabe decomposition
0 references
0 references
0 references
